HD-ZIP transcription factors are abundant in plants and play crucial regulatory roles in plant growth and development as well as responses to abiotic stresses. However, studies on the HD-ZIP gene family and its functions in foxtail millet (Setaria italica) remain scarce. In this study, Seita.1G253700.1, a drought-resistant candidate gene identified through multi-omics integrated analysis in our laboratory in previous research, was selected as the research object. Using the public genome database of foxtail millet cultivar Yugu 1, combined with bioinformatics methods, we systematically identified the HD-ZIP gene family in foxtail millet and analyzed its physicochemical properties, phylogeny, conserved motifs, domains, chromosomal localization, and cis-acting elements. A total of 29 family members were identified in foxtail millet, with amino acid lengths ranging from 220 to 422, relative molecular weights from 23.99 to 44.41 kDa, and theoretical isoelectric points from 4.9 to 9.63; all members were predicted to be localized in the nucleus by subcellular localization analysis. According to the phylogenetic tree, the HD-ZIP family members of foxtail millet were distributed in the HD-ZIP Ⅰ and HD-ZIP Ⅱ subfamilies, while no members were found in the HD-ZIP Ⅲ and HD-ZIP Ⅳ subfamilies, and significant differences in motif types and gene structures were observed among members of different subfamilies. The 29 genes were distributed on 7 chromosomes, with chromosome 9 harboring the largest number of genes, and the number of genes was not proportional to chromosome length. Cis-acting element analysis revealed that the HD-ZIP gene family contains various abiotic stress-responsive elements. After transforming the SiHD05 gene into Arabidopsis thaliana, comprehensive analysis of phenotypes and physiological indices confirmed that this gene negatively regulates drought resistance in Arabidopsis thaliana. This study provides a reference for exploring the mechanism of the homeodomain-leucine ZIPper protein SiHD05 in foxtail millet and for research aimed at improving crop stress resistance.