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Effective water and vegetation management requires a better understanding of vegetation dynamics, and their response patterns to drought. Here, based on the normalized difference vegetation index (NDVI) and the standardized precipitation evapotranspiration index (SPEI), we investigate the vegetation response patterns to drought in Shaanxi Province (SAX), using Spearman’s correlation analysis. The results show that the NDVI increased significantly (<i>p</i> < 0.01) from 2000 to 2019, with a trend of 0.054/10 yr. The maximum correlation coefficient between the NDVI and the SPEI (<i>R_max</i>) showed a significantly positive correlation (<i>p</i> < 0.05) in most areas (84.5%) of SAX. The <i>R_max</i> of Northern Shaanxi (NS, median = 0.55) was higher than that of Central Shaanxi (CS, median = 0.53) and Southern Shaanxi (SS, median = 0.52). The corresponding timescale of <i>R_max</i> was longer in CS (median = 7 months) than NS (median = 4 months) and SS (median = 3 months). The occurrence date of <i>R_max</i> in NS (median = July) lagged that in CS and SS (median = May). The vegetation response patterns to drought varied with elevation; the <i>R_max</i> decreased significantly (<i>p</i> < 0.01) with increasing elevation, while the corresponding timescale exhibited fluctuations. Additionally, Hurst exponent analysis indicated that 78.6% of the areas in SAX will exhibit a humidification trend in the future, and that vegetation growth in 74.7% of the areas in the region will be promoted.