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As a vital land surface parameter, soil moisture influences climate through its impact on water and energy cycles. However, the effect of soil moisture on precipitation has been strongly debated. In this study, a new causal detection method, convergent cross mapping (CCM), was applied to explore the causality between soil moisture and precipitation over low- and mid-latitude regions in the Northern Hemisphere. CCM method generally identified a strong effect of soil moisture on precipitation. Specifically, the optimal effect of soil moisture on precipitation occurred with a lag of one month and clearly decreased after four months, suggesting that soil moisture has potentials to improve the accuracy of precipitation forecast at a sub-seasonal scale. In addition, as climate (i.e., aridity index) changed from dry to wet, the effect of soil moisture on precipitation first increased and then decreased with peaks in semi-arid and semi-humid areas. These findings statistically support the hypothesis that soil moisture impacts precipitation and also provide a reference for the design of climate prediction systems.