Climate change and its impact on agriculture are challenging issues regarding food production and food security. Many researchers have been trying to show the direct and indirect impacts of climate change on agriculture using different methods. In this study, we used linear regression models to assess the impact of climate on crop yield spatially and temporally by managing irrigated and non-irrigated crop fields. The climate data used in this study are Tmax (maximum temperature), Tmean (mean temperature), Tmin (minimum temperature), precipitation, and soybean annual yields, at county scale for Mississippi, USA, from 1980 to 2019. We fit a series of linear models that were evaluated based on statistical measurements of adjusted R-square, Akaike Information Criterion (AIC), and Bayesian Information Criterion (BIC). According to the statistical model evaluation, the 1980–1992 model Y[Tmax,Tmin,Precipitation]92i (BIC = 120.2) for irrigated zones and the 1993–2002 model Y[Tmax,Tmean,Precipitation]02ni (BIC = 1128.9) for non-irrigated zones showed the best fit for the 10-year period of climatic impacts on crop yields. These models showed about 2 to 7% significant negative impact of Tmax increase on the crop yield for irrigated and non-irrigated regions. Besides, the models for different agricultural districts also explained the changes of Tmax, Tmean, Tmin, and precipitation in the irrigated (adjusted R-square: 13–28%) and non-irrigated zones (adjusted R-square: 8–73%). About 2–10% negative impact of Tmax was estimated across different agricultural districts, whereas about −2 to +17% impacts of precipitation were observed for different districts. The modeling of 40-year periods of the whole state of Mississippi estimated a negative impact of Tmax (about 2.7 to 8.34%) but a positive impact of Tmean (+8.9%) on crop yield during the crop growing season, for both irrigated and non-irrigated regions. Overall, we assessed that crop yields were negatively affected (about 2–8%) by the increase of Tmax during the growing season, for both irrigated and non-irrigated zones. Both positive and negative impacts on crop yields were observed for the increases of Tmean, Tmin, and precipitation, respectively, for irrigated and non-irrigated zones. This study showed the pattern and extent of Tmax, Tmean, Tmin, and precipitation and their impacts on soybean yield at local and regional scales. The methods and the models proposed in this study could be helpful to quantify the climate change impacts on crop yields by considering irrigation conditions for different regions and periods.