Based on the primary data such as temperature, precipitation, MODIS-GPP and MODIS-ET datasets at monthly scale from 2000 to 2014, using pixel-based time-lay patial correlation analysis, the climate time-lag effect of water use efficiency (WUE) and its effective factors on the Loess Plateau of northern Shaanxi were analyzed. The results showed that under the influence of the ecological project of converting farmland to forestry or grassland and the climate change, the interannual WUE in the Loess Plateau of northern Shaanxi showed a fluctuating trend, among which, 2001-2003 decreased significantly, 2003-2005 and 2010-2013 increased significantly, and the change ranged from 1.06 to 1.67 gCmm^-1m^-2 from 2000 to 2014. Influenced by different vegetation types, the intraannual WUE showed three kinds of changes: rapid double peak, slow double peak and single peak. WUE in the Loess Plateau of northern Shaanxi had obvious time-lag effect on precipitation, and the lag time was mostly 3 months. But the response degree and time-lag of WUE to precipitation in I-1, I-2, II-2 and III-3 eco-functional areas were significantly lower than those in other eco-functional areas. However, the time-lag effect of WUE to temperature was weak, and the lag time of WUE to temperature was 1-2 months, which only lied in III-2 and III-3 eco-functional areas. The time-lag effect of WUE to precipitation under different vegetation types was more significant. WUE of desert vegetation had the strongest time-lag effect to precipitation, with the lag time of nearly 3 months, while the lag time was the weakest under coniferous forest, with the lag time of 2.1 months. But the time-lag effect of WUE to temperature was generally weak. The time lag of WUE to temperature under coniferous forest was 15 d, and there was no time-lag under most other vegetation types. The sensitivity of time-lay effect on climate to vegetation coverage had a threshold effect. When the vegetation coverage was higher than 62.3%, the time-lag effect to precipitation gradually weakened, and that to temperature gradually appeared.