Due to the effects of global warming, the vapor pressure deficit (VPD) will inevitably and continuously rise in future, which is a fact that must be faced when discussing the sustainable development of vegetation ecosystems. Understanding the response of vegetation to changes in the atmospheric moisture state is necessary for minimizing the adverse effects of climate change. Using the leaf area index (LAI) and meteorological data in the Yellow River Basin collected over nearly 40 years, we explore the spatiotemporal variations in VPD and vegetation within the growing season and the differences in the effects of VPD on vegetation in different climatic zones. The results show the following: (1) both VPD and LAI in the Yellow River Basin show an increasing trend, in which VPD increases radially outward centered on the arid regions, while the vegetation develops favorably over almost the whole basin; (2) at the whole-basin scale, the area of VPD positively correlated with vegetation growth is greater than the area of negative correlation, and this overall trend is increasing significantly; (3) the VPD exerts heterogeneous effects on different vegetation in different climatic zones, and these heterogeneity findings suggest that the effects of VPD on vegetation are more influenced by differences among the climatic zones of the vegetation than by differences in the vegetation types themselves. Our results provide insights into the effects of atmospheric moisture on vegetation growth and provide references for the sustainable development of vegetation ecosystems and future safeguarding strategies of vegetation over large spatial scales.