Abstract: The response of vegetation cover to climate change was studied, which was of great importance to the utilization of climate resources and ecological environment protection in arid areas. Herein, we used the data of the monthly NASA GIMMS (National Aeronautics and Space Administration, Global Inventory Modelling and Mapping Studies) normalized difference vegetation index (Normalized Difference Vegetation Index, NDVI) and the values of temperature, precipitation, sunshine, and evaporation in eastern Hexi Corridor from the period of 2001 to 2020. Based on this data, the characteristics of temporal and spatial change in NDVI and the temperature, precipitation, sunshine hours, and evaporation during the 2000s (2001–2010) and 2010s (2011–2020) were analyzed using the difference method and linear trend method. Subsequently, the response degree of NDVI to climate change was explored using correlation coefficients and multiple linear regression. The results showed that the NDVI values during the 2010s in the whole region and various regions showed a prominent growth trend, whereas the NDVI values during the 2000s showed a decreasing trend in Liangzhou and Gulang and an increasing trend in the whole region and other regions. Overall, the results imply that the NDVI was considerably higher during the 2010s than during the 2000s. The temperature values for the two time periods demonstrated an upward trend; precipitation showed an increasing trend in the 2010s and a decreasing trend in the 2000s. The sunshine hours of the two periods generally showed a decreasing trend, and the evaporation of the two periods also exhibited a decreasing trend. By comparing the results obtained from the two periods, it was found that the temperature, precipitation, and evaporation values increased and sunshine hours decreased to a greater extent in the 2010s than in the 2000s. The annual NDVI values were positively correlated with temperature and precipitation, and both temperature and precipitation had a positive contribution to NDVI. By contrast, the correlation of annual NDVI with sunshine duration and evaporation was quite different. In general, sunshine duration had a negative contribution to NDVI, while evaporation had a positive contribution to NDVI. The response of NDVI to climate change was extremely sensitive in eastern Hexi Corridor. The regression models of annual NDVI and annual climate elements were established in this study. These models could predict future development trends of NDVI.