The three-north region in China (northeastern, northwestern, and northern China) is one of the most environmentally vulnerable regions in the country. To improve the local natural environment, the Chinese government launched the Three-North Shelter Forest Program, one of the largest afforestation/reforestation programs in the world. This program has led to significant changes in vegetation. Although many studies have evaluated the impacts of vegetation changes on local climate in this region, their results are highly inconsistent. In this study, evidence for local monthly climate impacts of vegetation change was investigated using remotely sensed data and ground meteorological measurements during the growing season (May to September) from 1982 to 2011 using the bivariate Granger causality test. The results showed that the local near-surface climate is sensitive mostly to vegetation changes characterized by the normalized difference vegetation index (NDVI) in arid and semiarid regions and that vegetation plays a more important role in influencing hydroclimate in the arid/semiarid zones than in other zones, which has great implications for water resources in this dry region. Moreover, NDVI changes in northeastern China have a significantly negative influence on air tembut no other climatic variables, whereas the test results in northern China is not as objective as the other zones due to the rapid urbanization. All these results suggest that the local climate is very sensitive to the variations in vegetation in arid and semiarid regions, so extra caution should be taken when planting trees in this area.