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Drought is an important environmental factor that influences physiological processes in plants; however, few studies have examined the physiological mechanisms underlying plants’ responses to continuous drought. In this study, the seedlings and younger individuals of <i>Haloxylon ammodendron</i> were experimentally planted in the southern part of the Gurbantunggut Desert. We measured their photosynthetic traits, functional traits and non-structural carbohydrate contents (NSCs) in order to assess the effects of continuous drought (at 15-day and 30-day drought points) on the plants’ physiological responses. The results showed that at the 15-day (15 d) drought point, the leaf light-saturated net photosynthetic rate (A_n) values of both the seedlings and the younger individuals were decreased (by −68.9% and −45.2%, respectively). The intrinsic water use efficiency (iWUE) of the seedlings was significantly lower than that of the control group (−52.2%), but there was no diffenrence of iWUE observed in younger individuals. At the 30-day (30 d) drought point, a decrease in the A_n (−129.8%) of the seedlings was induced via biochemical inhibition, with a lower potential maximum photochemical rate (Fv/Fm, 0.42) compared with the control group, while a decrease in the A_n (−52.3%) of the younger individuals was induced due to lower stomatal conductance (g_s, −50.5%). Our results indicated that prolonged drought induced a greater risk of seedling mortality as the relatively limited ability of stomatal regulation may increase the possibility of massive embolism, resulting in hydraulic failure.