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Desert ecosystems exposed to extreme droughts are vulnerable to climate change. Multi-scale mechanism of hydrological adaptation of desert plants to drought are not fully understood, creating uncertainty in risk assessment of desert ecosystems to climate change by ecological modelling. In this study, we investigated multi-scale water use strategies of Haloxylon ammodendron, a dominant desert shrub across central Asia. We found that whole plant water use of H. ammodendron was significantly reduced during most of the daytime period (ca. 79%) At low light water use was controlled by photosynthetic photon flux density (PPFD) and at high vapour pressure deficit (VPD) it was further conserved by stomatal closure. It appears that water conservation in H. ammodendron at leaf-scale may behave differently with that at whole plant scale. High stomatal sensitivity to VPD at whole plant scale means more conservative water use strategy at plant scale than branch-and leaf-scale. Response of transpiration and stomata to climate drivers were non-convergent among leaf, branch and whole plant scales for this desert shrub. Therefore, one must be cautious in up scaling leaf-scale data to infer canopy scale water conservation to avoid overestimation of plant response to climate drivers. Nonetheless, our results enrich the database of multi-scale water use response of desert plants to climate drivers, which is critical for ecological modelling aiming to predict arid land vulnerability to climate change.