Ecosystem water use efficiency (EWUE) is a popular issue in the comprehensive study of climate change, ecology, and hydrology. Currently, views on the response of EWUE to temperature, precipitation, and drought remain controversial. Based on ecosystem net primary productivity (NPP) and evapotranspiration (ET) datasets, both of which were retrieved from the Moderate Resolution Imaging Spectroradiometer (MODIS) using the Carnegie Ames Stanford approach (CASA) and surface energy balance algorithms for land (SEBAL) models, respectively, this study comprehensively examined the relationship between EWUE and temperature, precipitation, and drought in the Tianshan Mountains of Central Asia. The results showed that EWUE had an obvious temporal change trend in the Tianshan Mountains. The EWUEs of all vegetation types presented an increasing trend in spring and a decreasing trend in autumn. These results led to a phase shift in the annual cycle of EWUE over the years. Compared with 2000 to 2003, from 2012 to 2016, the annual EWUE cycle had advanced by 32 days. Precipitation generally had a negative effect on EWUE, while temperature had an obvious positive effect on EWUE. The EWUE responses to drought for the different vegetation types showed a variety of change trends. With the increase in drought stress, EWUE not only showed a simple upward or downward trend but also showed an upward trend followed by a downward trend or a downward trend followed by an upward trend. EWUE is more sensitive to changing environments than NPP or ET and is more suitable for analyzing ecosystem responses to global change.