Although anthropogenic climate change is expected to have caused large shifts in temperature and rainfall, the detection of human influence on global drought has been complicated by large internal variability and the brevity of observational records. Here we address these challenges using reconstructions of the Palmer drought severity index obtained with data from tree rings that span the past millennium. We show that three distinct periods are identifiable in climate models, observations and reconstructions during the twentieth century. In recent decades (1981 to present), the signal of greenhouse gas forcing is present but not yet detectable at high confidence. Observations and reconstructions differ significantly from an expected pattern of greenhouse gas forcing around mid-century (1950-1975), coinciding with a global increase in aerosol forcing. In the first half of the century (1900-1949), however, a signal of greenhouse-gas-forced change is robustly detectable. Multiple observational datasets and reconstructions using data from tree rings confirm that human activities were probably affecting the worldwide risk of droughts as early as the beginning of the twentieth century.