Knowledge of aerosol dynamics is essential to combating atmospheric aerosol pollution, and there is a growing interest in aerosol changes and their drivers. However, the effects of interactions between natural and anthropogenic drivers of aerosol are not well understood. Here, we analyse changes in aerosol optical depth (AOD) in Xinjiang, China using the multiangle implementation of atmospheric correction aerosol products over 2001–2019 and investigate the driving factors of aerosol dynamics using a random forest (RF) and a geographical detector. The results show the dominant AOD changes in the quasi‐period of 3.21 months, 7.86 months, 1.19 years, for seasonal, half‐year, and interannual variations of aerosols. The increasing and then decreasing nonlinear trends were observed in the interannual AOD variation during 19 years period. The importance ranking results of the two models indicated that meteorological factors dominated the spatial distribution of AOD in Xinjiang (72.73% for RF and 65.78% for the geographic detector), and that interactions between factors enhanced the explanatory power in AOD changes. In addition, the influence of anthropogenic factors on AOD was increasing in North Xinjiang, and the influence of precipitation and population on AOD was increasing in East Xinjiang. However, the influence of drivers on AOD in South Xinjiang was basically constant over time, showing the spatially heterogeneous relationship between AOD and drivers. This study emphasized the spatial heterogeneity and driving factors of small‐scale aerosols in arid regions and so can guide targeted air pollution prevention and control in local areas.