Vegetation is a complex reflection of regional climate and environment. Determining the relationship between grassland and climate changes and the key factor effecting on vegetation change plays an important role on vegetation and ecological environment restoration. In this study, the climate data (rainfall and temperature) during 1957-2008, and vegetation data during 1982-2008 were analyzed to evaluate the relationship between vegetation change and temperature and rainfall in semi-arid grassland of Yunwu Mountain in Ningxia in the Loess Plateau. The results showed that: During 1957-2008, an upward trend in annual average temperature, and a downward trend of annual rainfall volume indicated that climate in the Loess Plateau evidently trends warm and dry. Statistical analysis showed that annual average temperature took significantly (P < 0.01) impact on variation of vegetation importance value, and there is an evidently (P < 0.01) positive correlation between annual rainfall and vegetation importance value. Overall, consistently drying climate has a serious effect on vegetation growth, and rainfall volume is a key factor effecting on vegetation growth in that region. Therefore, improving regional water condition and enclosing grassland are efficient ways to accelerate vegetation restoration and re-vegetation in semi-arid region of the Loess Plateau.