An accurate analysis of the relationship between humans and the land in oasis areas is essential for the formulation of policies for differentiated oasis urban development and resource management measures. Therefore, researchers have conducted numerous studies based on the linear relationship between “people and land” in oasis areas. To address this gap, this paper takes the Wuwei oasis as an example and re-examines the impact of human activities on the sustainability of natural capital from a new research perspective (nonlinear perspective). The study selected four variables, namely planted forests, scientific R&D investment, urbanization, and population density, as the main human activities affecting the Wuwei oasis area. The NARDL model, the nonlinear Granger causality test, is employed to investigate the interactions between the variables and the oasis natural capital in both the short and long term. The results indicate the following: (1) During the study period, the consumption of natural capital in the Wuwei oasis has been increasing annually and has long exceeded the local ecological carrying capacity. (2) In the short term, planting forests is the most beneficial human activity. The most beneficial human activity is the planting of trees, while in the long term, scientific R&D investment has the most positive effect on enhancing the oasis’ resource reserves. (3) Urbanization, population density, and planted forest land all have a direct effect on the sustainable development of natural resources in the oasis. The findings of the study indicate that the application of scientific and technological innovation to promote the sustainable development of resources and the environment is a more reliable approach for oasis cities with a high degree of industrialization.