The Central Asian arid zone is the largest non-territorial arid zone in the world, so it is particularly important to understand the optical properties of aerosols in this region. In this paper, we validate the MCD19A2 atmospheric aerosol optical depth (AOD) remote sensing data by using ground-based data and measured data. To explore the spatial and temporal changes in aerosols in the Central Asian arid zone as well as the interannual variations and seasonal variations, we characterize the spatial and temporal distributions of the AOD over 20 years. Finally, we analyze the spatial and temporal variations of the AOD in the Central Asian arid zone by using three methods, namely, the Theil–Sen median trend analysis combined with the Mann–Kendall test, coefficient of variation, and Hurst index; analyze the characteristics of the spatial and temporal variations of the AOD in the Central Asian arid zone; and explore the relationships among the AOD, wind speed, and NDVI. This study reveals the characteristics of the long-term changes in the aerosol optical properties in the Central Asian arid zone and provides a scientific basis for estimating the factors affecting climate change.