In this study, based on Vegetation Condition Index (VCI) of the Loess Plateau from 1983 to 2015, Standardized Precipitation Evapotranspiration Index (SPEI) and the Standardized Precipitation Index (SPI) at the scale of 1~48 months, we investigated the spatial-temporal response characteristics of vegetation to meteorological drought index at multi time-scales on the Loess Plateau through Pearson correlation coefficient method, linear regression method and Mann Kendall trend test method. The results showed that: (1) The overall vegetation condition of the Loess Plateau improved, but no significant drying or wetting trend could be detected in the study area during 1983 and 2015. (2) The change of vegetation was well positively correlated to the meteorological drought index in most areas of the Loess Plateau, indicating that the vegetation growth was largely restricted by the moisture in the study area. However, in the past few decades, such restriction effect from atmospheric moisture to the vegetation was gradually weakening. (3) The vegetation on the Loess Plateau was relatively much more sensitive to the change of water balance at a short time sale, the cultivated land and grassland were more sensitive to the SPEI of 1~4 months, while the response time-scale of forest land to SPEI was relatively scattered. Furthermore, the maximum correlation coefficient between VCI and SPEI or SPI on the Loess Plateau mainly occurred during the growing season (April to October), indicating that the water conditions had a much more significant effect on vegetation growth during growing season.