Amaranth (Amaranthus sp.) is an important leafy vegetable in Africa where most farmers grow unimproved landraces. Information about amaranth genetic diversity and its adaptation to different environments will help breeders develop improved commercial varieties that meet market requirements. The objectives of this study were to investigate the performances of amaranth entries for vegetable yield across locations and seasons, assess the relative contributions of genetic vs. environmental sources of variation to yield, and cluster locations into mega-environments (MEs) to suggest future test sites. Twenty-six diverse entries were evaluated for vegetable yields in replicated trials at five locations in wet-cool and hot-dry seasons in Tanzania. Season explained the highest proportion (52.1%) of the total sum of squares followed by entries (24.9%) and locations (23.0%). Mean yield across the hot-dry season trials (27.7 t·ha−1) was 47.3% greater than the mean yield across wet-cool season trials (18.8 t·ha−1). Differences among entries in vegetable yield were higher in the hot-dry season than in the wet-cool season, indicating that gain from selection is likely to be greater in the hot-dry season. Most entries performed well in either wet-cool or hot-dry season but a few entries were adapted to both seasons. Two MEs were identified, one characterized by lower altitudes, higher temperatures, and less fertile soils, and a second ME associated with higher altitudes, lower temperatures, and more fertile soils. Each ME may serve as an initial selection site for their respective target environment. Targeting a specific season may give a better chance of finding high-yielding varieties.