Using tree and shrub ring materials from precipitation gradients (Suide: 447 mm, Yan'an: 531 mm, and Yijun: 603 mm) in the central of the Loess Plateau, the climatic sensitivity of radial growth of Robinia pseudoacacia, Armeniaca sibirica, Ziziphus jujuba, and Sophora davidii under different precipitation conditions was analyzed by methods of dendroclimatology. The results are as follows: (1) the standard chronology of Ziziphus jujuba in Suide and Yijun had lower statistical parameters, lower individual growth consistency, and less climate information in the tree-ring material. It indicated that Ziziphus jujuba in Suide and Yijun County were highly adapted to local climatic conditions and its radial growth was less affected by climate. (2) Robinia pseudoacacia, Armeniaca sibirica, Ziziphus jujuba, and Sophora davidii all showed higher sensitivity to climate in forest-steppe transition zone (Yan'an), and the explanation rate of climate factors to radial growth of species was the highest in this area. Except for Ziziphus jujube in Suide and Yijun, there were time-lag effects in the climate-growth relationship of trees and shrubs at different sample sites. On the whole, the climate sensitivity of Ziziphus jujube was the weakest. In Suide and Yijun, the sensitivity of shrubs to climate was significantly lower than that of trees. (3) Natural species Armeniaca sibirica, Ziziphus jujuba, and Sophora davidii were not sensitive to long-term drought stress under the three sample sites, which showed strongly ecological adaptability. The response characteristics of Robinia pseudoacacia, Armeniaca sibirica, and Sophora davidii in Yijun showed a trend shift. The negative feedback of temperature to Robinia pseudoacacia and Sophora davidii decreased and the positive feedback of temperature increased, while the positive feedback of temperature to Armeniaca sibirica decreased and the negative feedback of temperature increased.