AbstractClimate sensitivity of vegetation has long been explored using statistical or process‐based models. However, great uncertainties still remain due to the methodologies’ deficiency in capturing the complex interactions between climate and vegetation. Here, we developed global gridded climate–vegetation models based on long short‐term memory (LSTM) network, which is a powerful deep‐learning algorithm for long‐time series modeling, to achieve accurate vegetation monitoring and investigate the complex relationship between climate and vegetation. We selected the normalized difference vegetation index (NDVI) that represents vegetation greenness as model outputs. The climate data (monthly temperature and precipitation) were used as inputs. We trained the networks with data from 1982 to 2003, and the data from 2004 to 2015 were used to validate the models. Error analysis and sensitivity analysis were performed to assess the model errors and investigate the sensitivity of global vegetation to climate change. Results show that models based on deep learning are very effective in simulating and predicting the vegetation greenness dynamics. For models training, the root mean square error (RMSE) is <0.01. Model validation also assure the accuracy of our models. Furthermore, sensitivity analysis of models revealed a spatial pattern of global vegetation to climate, which provides us a new way to investigate the climate sensitivity of vegetation. Our study suggests that it is a good way to integrate deep‐learning method to monitor the vegetation change under global change. In the future, we can explore more complex climatic and ecological systems with deep learning and coupling with certain physical process to better understand the nature.