Poplar (Populus spp.), seabuckthron (Hippophae rhamnoides), locust (Robinia pseudoacacia) and Chinese pine (Pinus tabulaeformis) are the important tree species in most areas of the Loess Plateau, which is subjected to water stress. To evaluate water use efficiency characteristics of the four tree species, the experiments were designed by monitoring changes of the physiological traits at three soil water conditions, such as favorable soil water condition, medium drought and serious drought，which hold about 70%～80%, 50%～60% and 30%～40% of field water capacity, respectively. The results showed the physiological processes that determine the yield potential, such as survival, growth and photosynthesis rates of the four tree species, were inhibited at drought stress. Among the four cultivars, both the poplar and the locust showed the highest single leaf water use efficiency at favorable soil water condition, while the seabuckthron displayed this trait at medium drought condition. The highest total water use efficiencies occurred under medium drought, and the lowest under serious drought conditions in the four cultivars. Regardless of soil water conditions, seabuchthron showed the highest growth rate among the four tree species. Under medium drought conditions, the four tree species grew well, while they were all inhibited under serious drought, especially for poplar. Both seabuckthron and Chinese pine showed higher drought-tolerance than the other two tree species. However, the growth rate and the dry biomass accumulation of Chinese pine were remarkably lower than that of the other three tree plants. Since both poplar and locust are more water consumption species, the higher water consumption, biomass accumulation, water use efficiency were displayed in both species in comparison to seabuckthron and Chinese pine under the three soil water conditions. Taken together, seabuckthron and Chinese pine are recommended to planting in the water-shorting area of the Loess Plateau, due to the superior adaptation of both species to water deficient. In contrast, both poplar and locust are not suitable for extensively planting.