Air/soil temperatures play important roles in land–atmosphere interactions. The three-dimensional (temporal, spatial, and vertical) variations of maximum, mean, and minimum ground soil temperature at 0 cm (GSTx, GSTm, and GSTn, respectively), surface air temperature at 2 m (SATx, SATm, and SATn, respectively), and soil–air temperature difference (SATDx, SATDm, and SATDn, respectively) and their potential linkages with large-scale indexes in Southwest China during 1980–2019 were analyzed. Variations of GST and SAT at the majority of stations (pixels) exhibited significant (p ≤ 0.05) warming, albeit at different rates; consequently, SATD exhibited different variation. Moreover, the period of GST, SAT, and SATD was similar in intra-annual and interannual oscillation but was different in interdecadal oscillation. The variation rate of GST, SAT, and SATD exhibited significant (p ≤ 0.05) correlation with elevation, but with different variation gradient. Notably, asymmetric variation of SATDx (downward trend) and of SATDn (upward trend) with elevation was found at elevations >3 km. Wavelet coherence showed that the Atlantic Multidecadal Oscillation is the dominant factor affecting GST and SAT, whereas the Pacific Decadal Oscillation and the North Atlantic Oscillation make the greatest contributions to SATD. It was found that GST, SAT, and SATD exhibit different variations under the effects of global warming, the driving mechanism of which requires further study.