Since the Silk-road Economic belt initiatives were proposed, Xinjiang has provided a vital strategic link between China and Central Asia and even Eurasia. However, owing to the weak and vulnerable ecosystem in this arid region, even a slight climate change would probably disrupt vegetation dynamics and land cover change. Thus, there is an urgent need to determine the Normalized Difference Vegetation Index (NDVI) and Land-use/Land-cover (LULC) responses to climate change. Here, the extreme-point symmetric mode decomposition (ESMD) method and linear regression method (LRM) were applied to recognize the variation trends of the NDVI, temperature, and precipitation between the growing season and other seasons. Combining the transfer matrix of LULC, the Pearson correlation analysis was utilized to reveal the response of NDVI to climate change and climate extremes. The results showed that: (1) Extreme temperature showed greater variation than extreme precipitation. Both the ESMD and the LRM exhibited an increased volatility trend for the NDVI, with the significant improvement regions mainly located in the margin of basins. (2) Since climate change had a warming trend, the permanent snow has been reduced by 20,436 km2. The NDVI has a higher correlation to precipitation than temperature. Furthermore, the humid trend could provide more suitable conditions for vegetation growth, but the warm trend might prevent vegetation growth. Spatially, the response of the NDVI in North Xinjiang (NXC) was more sensitive to precipitation than that in South Xinjiang (SXC). Seasonally, the NDVI has a greater correlation to precipitation in spring and summer, but the opposite occurs in autumn. (3) The response of the NDVI to extreme precipitation was stronger than the response to extreme temperature. The reduction in diurnal temperature variation was beneficial to vegetation growth. Therefore, continuous concentrated precipitation and higher night-time-temperatures could enhance vegetation growth in Xinjiang. This study could enrich the understanding of the response of land cover change and vegetation dynamics to climate extremes and provide scientific support for eco-environment sustainable management in the arid regions.