The desert steppe ecosystem at the Northern Foothills of the Yinshan Mountains (NFYS) is characterized by its fragility and heightened sensitivity to global climate change. Understanding the response and lag effects of Gross Primary Productivity (GPP) to climate change is imperative for advancing ecological management and fostering sustainable development. The spatiotemporal dynamics of chlorophyll fluorescence-based GPP data and its responses to precipitation, temperature, and extreme climate from 2001 to 2023 were analyzed. The random forest model and the partial least squares regression model were employed to further elucidate the response mechanisms of GPP to extreme climate, with a specific focus on the lag effect. The findings revealed that the GPP in the NFYS exhibited distinct regional characteristics, demonstrating a predominantly increasing trend over the past 23 years. The region has experienced a warming and drying trend, marked by a decrease in the intensity and frequency of extreme precipitation events, and an increase in extremely high temperatures and consecutive hot days, except a slight, albeit insignificant, increase in precipitation in the northeastern part. GPP exhibits varying degrees of lag, ranging from one to three months, in response to both normal and extreme climatic conditions, with a more immediate response to extreme temperatures than to precipitation. The influence of different climatic conditions on the lag effects of GPP can amplify the negative effects of extreme temperatures and the positive impact of extreme precipitation. The anticipated trend towards a warmer and more humid climate is projected to foster an increase in GPP. This research is of great theoretical and practical significance for deeply understanding the adaptation mechanisms of ecosystems under the context of climate change, optimizing desertification control strategies, and enhancing regional ecological resilience.