Since the late 1970s, the Chinese government has initiated ecological restoration programs in the Three North Shelter Forest System Project (TNSFSP) area. Whether accelerated climate change will help or hinder these efforts is still poorly understood. Using the updated and extended AVHRR NDVI3g dataset from 1982 to 2011 and corresponding climatic data, we investigated vegetation variations in response to climate change. The results showed that the overall state of vegetation in the study region has improved over the past three decades. Vegetation cover significantly decreased in 23.1% and significantly increased in 21.8% of the study area. An increase in all three main vegetation types (forest, grassland, and cropland) was observed, but the trend was only statistically significant in cropland. In addition, bare and sparsely vegetated areas, mainly located in the western part of the study area, have significantly expanded since the early 2000s. A moisture condition analysis indicated that the study area experienced significant climate variations, with warm-wet conditions in the western region and warm-dry conditions in the eastern region. Correlation analysis showed that variations in the Normalized Difference Vegetation Index (NDVI) were positively correlated with precipitation and negatively correlated with temperature. Ultimately, climate change influenced vegetation growth by controlling the availability of soil moisture. Further investigation suggested that the positive impacts of precipitation on NDVI have weakened in the study region, whereas the negative impacts from temperature have been enhanced in the eastern study area. However, over recent years, the negative temperature impacts have been converted to positive impacts in the western region. Considering the variations in the relationship between NDVI and climatic variables, the warm–dry climate in the eastern region is likely harmful to vegetation growth, whereas the warm–wet conditions in the western region may promote vegetation growth.