Exploring the responses of vegetation greenness to temperature and precipitation can provide scientific basis for vegetation construction in the Three-North Shelter Forest Program. Based on MODIS NDVI and meteorological data from 2000 to 2015, the path analysis method was used to analyze the direct and indirect effects of climatic factors on vegetation greenness in different growth stages. It was found that the multi-year mean NDVI in the growing season showed a decreasing trend from east to west, and the value was listed as follows: forest > cropland > grassland. Vegetation greenness presented an upward trend during the past 16 years, and the most noticeable increases in NDVI occurred in cropland. In the growing season, temperature rise inhibited vegetation growth, while the contributions of precipitation to NDVI were positive. Precipitation is the key meteorological factor affecting vegetation greenness in the Three-North Shelter Forest Program. When the influence of precipitation change was not considered, the warming promoted the NDVI, but the decrease of precipitation caused by warming in the growing season led to the inhibition effect. Precipitation increase was favorable to greenness enhancement in different periods, the orders of influence degree of precipitation on NDVI were, in turn, the end of growing season, the middle of growing season and the early growing season. The effects of temperature on vegetation greenness varied at different stages of the growing season. Warming in early growing season was beneficial for the vegetation growth, but in the middle and the end of growing season, it showed negative effect on plant productivity enhancement. Among them, the negative effects of warming in the end of growing season were mainly realized by direct effects, while they were mainly realized indirectly through precipitation changes in the middle of growing season. This research showed that the impact of climate change on vegetation depended on the time scale. Therefore, it is necessary to distinguish the periods in assessing the response of vegetation to climate change so that we can obtain a comprehensive understanding.