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Normalized Difference Vegetation Index (NDVI) is widely recognized as a good indicator of vegetation productivity. Diagnosing the NDVI trend and understanding climatic factors influences on NDVI can predict the productivity changes under different climatic scenarios. This paper examined NDVI dynamic and its response to climate factors during a 10 year period (1998-2008) in Inner Mongolia. The main findings are as follows: (1) The NDVI multi-scale characters can be revealed well by wavelet transform, and the average NDVI and the NDVI amplitude show a gradually decreased trend from northeast to southwest in Inner Mongolia during the past 10 years, furthermore, this trend is consistent with the heat and water distribution caused by latitude difference in north-south direction and Asia monsoon effect in east-west direction. (2) The relation between NDVI and temperature is the most close, followed by precipitation, sunshine hours and relative humidity. Different vegetation cover types show different strengths in correlation between NDVI and climate variables with the correlation values decreasing from forest, meadow steppe to desert steppe in whole. (3) The precipitation and temperature have the same change cycle, both nearly 290 days in the 20 selected stations. The NDVI has the same change cycle with the precipitation and temperature or either 10 days earlier or later than precipitation and temperature, which supports the significant correlation between NDVI and its climatic factors from a new perspective. The nearly 290 days change cycle implies that the vegetation growth cycle is nearly 10 months and there are no obvious differences change cycles in different vegetations. (4) Vegetation dynamic is significantly correlated to the temperature and precipitation at the time scale of 10, 20, 40, 80, 160, and 320-day, respectively, and the S3 scale (i.e., the time scale of 80-day), nearly 3 months (one season), is most significant and suitable for evaluating the vegetation dynamic to climatic factors.