Water use efficiency (WUE) is an important index representing the coupling relationship between terrestrial carbon and water cycle, but the elevation differences in the response of WUE to climate change remains unclear. By Ensemble empirical mode decomposition (EEMD) de-trending and partial correlation methods, this paper takes provinces along the "21st Century Maritime Silk Road" as examples to reveal the response of WUE to climate change and its differentiation with elevation. The results showed that:(1) the multiyear average WUE decreased from the center to the south and the north. The multiyear average WUE of different vegetation types from high to low was as follows:evergreen needle-leaf forest, mixed forest, evergreen broadleaf forest, deciduous broadleaf forest, savannas, croplands and urban/built-up. (2) About 51.11% of the area showed a positive correlation between average temperature and WUE, and 81.46% of the area showed that diurnal temperature and WUE were positively correlated. Nearly half of the study area indicated that the highest temperature had positive coefficient with WUE, while the lowest temperature was the opposite. In 67.99% of the area, increasing precipitation led to less WUE. (3) In most land cover types, the daily diurnal temperature range and the minimum temperature were mainly positively correlated with WUE, while the maximum temperature and precipitation were negatively correlated with WUE. In evergreen coniferous forests, croplands and urban/built-up, the daily average temperature was negatively correlated with WUE, while it was positive correlation in the other three vegetation types. (4) Average temperature had a negative coefficient with WUE in the low-altitude area, while the coefficient was positive in the mid- and high-altitude area. But it was the opposite in the relationship between the maximum temperature and WUE. The negative correlation between average precipitation and WUE became stronger with altitude rising. Meanwhile, the positive correlation between diurnal temperature and WUE, the minimum temperature and WUE also became stronger with altitude rising but with wild fluctuation.