The grasslands in arid and semi-arid regions rely heavily on the use of rain, thus, improving rain use efficiency (RUE) is essential for securing sustainable development of grassland ecosystems in these areas with limited rainfall. In this study, the spatial and temporal variabilities of RUE for grassland ecosystems over Northwestern China during 1982–2013 were analyzed using the normalized difference vegetation index (NDVI) and precipitation data. Results showed that: (1) Although grassland area has decreased gradually over the past 30 years, the NDVI in most areas showed that the vegetation was gradually restored; (2) The trends of RUE increased in the east of Northwestern China and decreased in the west of Northwestern China. However, the trends of RUE for the high-coverage grasslands (vs. low-coverage grassland) increased (decreased) significantly over the past 30 years. (3) The RUE for the grasslands was positively correlated with air temperature, while it was negatively correlated with the change of annual mean precipitation in northwestern China. Moreover, the obvious RUE increasing trends were found in the vegetation restoration areas, while the RUE decreasing trends appeared in the vegetation degradation areas. This study will be helpful for understanding the impacts of climate change on securing the sustainable development of grassland ecosystems in arid and semi-arid regions.