AbstractVegetation is often viewed as a consequence of long‐term climate conditions. However, vegetation itself plays a fundamental role in shaping Earth's climate by regulating the energy, water, and biogeochemical cycles across terrestrial landscapes. It exerts influence by consuming water resources through transpiration and interception, lowering atmospheric CO2 concentration, altering surface roughness, and controlling net radiation and its partitioning into sensible and latent heat fluxes. This influence propagates through the atmosphere, from microclimate scales to the entire atmospheric boundary layer, subsequently impacting large‐scale circulation and the global transport of heat and moisture. Understanding the feedbacks between vegetation and atmosphere across multiple scales is crucial for predicting the influence of land use and land cover changes, and for accurately representing these processes in climate models. This review discusses the biophysical and biogeochemical mechanisms through which vegetation modulates climate across spatial and temporal scales. Particularly, we evaluate the influence of vegetation on circulation patterns, precipitation, and temperature, considering both long‐term trends and extreme events, such as droughts and heatwaves. Our goal is to highlight the state of science and review recent studies that may help advance our collective understanding of vegetation feedbacks and the role they play in climate.