The impact of global climate change on vegetation has become increasingly prominent over the past several decades. Understanding vegetation change and its response to climate can provide fundamental information for environmental resource management. In recent years, the arid climate and fragile ecosystem have led to great changes in vegetation in Yunnan Province, so it is very important to further study the relationship between vegetation and climate. In this study, we explored the temporal changes of normalized difference vegetation index (NDVI) in different seasons based on MOD13Q1 NDVI by the maximum value composite and then analyzed spatial distribution characteristics of vegetation using Sen’s tendency estimation, Mann–Kendall significance test, and coefficient of variation model (CV) combined with terrain factors. Finally, the concurrent and lagged effects of NDVI on climate factors in different seasons and months were discussed using the Pearson correlation coefficient. The results indicate that (1) the temporal variation of the NDVI showed that the NDVI values of different vegetation types increased at different rates, especially in growing season, spring, and autumn; (2) for spatial patterns, the NDVI, CV, and NDVI trends had strong spatial heterogeneity owning to the influence of altitudes, slopes, and aspects; and (3) the concurrent effect of vegetation on climate change indicates that the positive effect of temperature on NDVI was mainly in growing season and autumn, whereas spring NDVI was mainly influenced by precipitation. In addition, the lag effect analysis results revealed that spring precipitation has a definite inhibition effect on summer and autumn vegetation, but spring and summer temperature can promote the growth of vegetation. Meanwhile, the precipitation in the late growing season has a lag effect of 1-2 months on vegetation growth, and air temperature has a lag effect of 1 month in the middle of the growing season. Based on the above results, this study provided valuable information for ecosystem degradation and ecological environment protection in the Yunnan Province.