Vegetation and climate are important aspects of ecology and environmental research. To explore the relationship between vegetation and climatic factors in the Loess Plateau, we analyzed the trends and responses of vegetation to climate changes in the whole zone as well as in different types of vegetation cover zones using linear trend analysis, Pearson's correlation analysis, multiple linear regression models, and path analysis methods published between 2000 and 2015. The vegetation cover classification data were obtained from maps published by European Space Agency Climate Change Initiative Land Cover (ESA CCI-LC) and the Normalized Difference Vegetation Index (NDVI) data were derived from MODND1T/NDVI vegetation index data. The results indicated that (1) from 2000 to 2015, the regions with significant increase in NDVI_max in the Loess Plateau accounted for 74.25% of the total area, and among all the different vegetation cover types, the evergreen broad leaf forests and crop showed the greatest increase of 0.012/a. The decreasing order of the means of NDVI_max of the different vegetation cover types is as follows:evergreen broad leaf forests > evergreen needle leaf forests > deciduous broad leaf forests > deciduous needle leaf forests > mosaic grassland > crop > mosaic tree > grassland > shrub; (2) there was no significant correlation between NDVI and climatic factors such as temperature, sunshine hours, precipitation, and relative humidity in the whole zone. However, in different vegetation cover type zones, climatic factors had different significant effects on NDVI; (3) NDVI in the whole zone and in different vegetation cover type zones changed consistently with change in precipitation, whereas change in temperature did not have a significant effect; (4) vegetation cover types that were dominated by trees, such as forests with evergreen broad leaves, deciduous broad leaves, evergreen needle leaves and mosaic trees, were significantly affected by the mean annual relative humidity and mean annual sunshine hours. However, grass-dominated vegetation types, such as grasslands and mosaic grasslands, were significantly affected by the total annual precipitation. These results imply that the distinction between vegetation types is more important in studying the impact of climate change on vegetation.