Drylands account for about 40% of the global land area, while water is a major limiting factor for vegetation growth in drylands. Although the importance of the difference between soil moisture and vapor pressure deficit on vegetation growth has been widely confirmed, the spatial heterogeneity of the effects of soil moisture and vapor pressure deficit on vegetation productivity and its formation factors have not been studied deeply, which posed a challenge for researches on the response of dryland ecosystems to climate change. To fill this knowledge gap, the multi-source meteorology, root-zone soil moisture and the gross primary productivity products were collected to quantify the sensitivity of gross primary productivity to root-zone soil moisture and vapor pressure deficit with the random forest algorithm on the basis of landcover data and binned average analysis. The results showed that vapor pressure deficit and vegetation productivity increased significantly in global drylands. The effect of root-zone soil moisture on vegetation growth was dominated by positive effect while the effect of vapor pressure deficit on vegetation growth was dominated by negative effect. Compared with forest and shrub, the negative effect of vapor pressure deficit on vegetation growth and the positive effect of root-zone soil moisture on vegetation growth were more intensive in farmland, grassland, tundra and the semi-arid climate zone. The sensitivity of vegetation productivity to vapor pressure deficit and root-zone soil moisture had a significant negative linear correlation. In conclusion, vegetation species and climatic conditions are important factors contributing to the spatial heterogeneity of vegetation productivity sensitivity to soil moisture and saturated vapor pressure deficit across global drylands.