Rainfall erosivity, which signifies the inherent susceptibility of soil erosion induced by precipitation, plays a fundamental role in formulating a comprehensive soil loss equation (RUSLE). It stands as a crucial determinant among the foundational factors considered in a comprehensive soil loss equation’s establishment. Nonetheless, the prediction and quantification of future alterations in rainfall erosivity under the influence of global warming have been relatively limited. In this study, climate change was widely evaluated and 10 preferred global climate models in the Loess Plateau were selected by using the data sets of 27 models simulating climate change and the CN05.1 data set provided by the latest CMIP6. The monthly precipitation forecast data were obtained by using the delta downscaling method. Combined with trend analysis, significance test, and coefficient of variation, the annual rainfall erosivity during 1961–2100 under four SSP scenarios was analyzed and predicted. Among the 27 GCM models used in this paper, the most suitable climate models for simulating monthly precipitation in the Loess Plateau were CMCC-CM2-SR5, CMCC-ESM2, TaiESM1, EC-Earth3, EC-Earth-Veg-LR, INM-CM4-8, CAS-ESM2-0, EC-Earth-Veg, ACCESS-ESM1-5, and IPSL-CM6A-LR. In comparison to the base period (1961–1990), during the historical period (1961–2014), the average annual rainfall erosivity on the Loess Plateau amounted to 1259.64 MJ·mm·hm−2·h−1·a−1, showing an insignificant downward trend. In the northwest of Ningxia, Yulin City and Yanan City showed a significant upward trend. In the future period (2015–2100), the annual rainfall erosivity continues to constantly change and increase. The potential average increase in rainfall erosivity is about 13.48–25.86%. In terms of spatial distribution, most areas showed an increasing trend. Among these regions, the majority of encompassed areas within Shanxi Province, central Shaanxi, and Inner Mongolia increased greatly, which was not conducive to soil and water conservation and ecological environment construction. This study offers a scientific reference for the projected future erosivity characteristics of the Loess Plateau.