Climate,vegetation and soil moisture content (Soil Moisture,SM) are closely related to each other. Analyzing the changes of SM,vegetation cover,temperature and rainfall in long time series and the effects of vegetation and climate on SM can help to reveal the interaction relationship between soil moisture content-vegetation-atmosphere under the background of global warming,and provide theoretical support to water shortage,land degradation,water resource protection and other ecological and environmental issues to provide theoretical support. In this study,global MODIS products and ERA5-Land were used as data sources to obtain the water content SM1 in the 0-7 cm soil layer,SM2 in the 7-28 cm soil layer,SM3 in the 28-100 cm soil layer,SM4 in the 28-289 cm soil layer,rainfall,air temperature,and the Normalized Difference Vegetation Index (NDVI) time-series dataset for the years 2001-2020. The methods of Theil-Sen Median,non-parametric statistical test (Mann-Kendall),partial correlation analysis and complex correlation analysis were used to investigate the temporal and spatial characteristics of SM,rainfall,air temperature and NDVI in different wet and dry climatic regions of the world. NDVI in different wet and dry climatic regions of the world,and to investigate the spatial and temporal variations of SM,rainfall,air temperature and NDVI,as well as the response of SM to rainfall,air temperature and NDVI. The results show that: (1) Over the past 20 years,SM has generally shown a decreasing trend across various arid and humid climate zones worldwide,while vegetation cover has generally shown an increasing trend. Precipitation has shown an "increase-decrease-increase" pattern. Temperature showed an overall increasing trend. (2) In different arid and humid climate zones,the correlation between SM and precipitation weakened with increasing soil depth. Except in humid regions,SM and NDVI exhibited a higher partial correlation in the SM2 soil layer. Apart from the SM1 soil layer,SM showed a significant negative correlation with temperature across different arid and humid climate zones. The sensitivity of SM to temperature decreased with increasing soil depth,except in extremely arid regions. (3) Through multiple correlation analysis,we explore the driving zones of various factors (joint driving zones,climate driving zones,vegetation driving zones),it is found that SM changes are mainly influenced by both climate factors and NDVI. The area dominated by NDVI was relatively small,and the area dominated by climate decreases with increasing soil depth.