Anoplophora glabripennis Motschulsky, 1854 (Asian longhorned beetle) does serious damage to forests. It has a long history and wide distribution area in China and is spreading there and elsewhere. Extreme climate events, such as cold surges and droughts, have had a promotive impact on Anoplophora glabripennis occurrence, but the spatial spillover effect of extreme climate events and other environmental factors on the occurrence of this pest has not yet been clarified. Two indices, namely, Standardized Precipitation Evapotranspiration Index (SPEI) and Low Temperature Index (LTI), were used to quantify the effects of drought and low-temperature freezing damage. Based on spatial panel data modeling, this study calculated the spatial spillover effect of environmental factors on the incidence of Anoplophora glabripennis in 666 counties in China’s central plains from 2002 to 2009. The factors examined included LTI, SPEI, average wind speed, hours of sunlight, Gross Domestic Product (GDP) of regional primary industry, population density, Normalized Difference Vegetation Index (NDVI), and pest control rate. Study results indicated that the impacts of environmental factors on the incidence rate of Anoplophora glabripennis are different. Low-temperature freezing damage, drought, wind speed, and pest control rate had a driving impact on pest incidence rates. Overall, the direct effect accounts for about 85% of the total effect, while the indirect effect accounts for about 15% of the total effect.