Dam construction brings both benefits and harms to the ecological environment. This paper focuses on the impact of the construction of mega-dams on regional climate. Based on the national precipitation and temperature data from 1990 to 2012 from more than 2400 national stations of the National Meteorological Information Center, this paper analyzes Xiaolangdi Dam's influence on the Yellow River's climate and the Three Gorges Dam of the Yangtze River with geostatistics knowledge. The following results are obtained. (1) According to the analysis of the climate time and space distribution in the Yellow River Basin and the Yangtze River Basin, the dam's construction caused a drop in temperature in the reservoir area, which decreased by about 0.12 °C. On the other hand, the dam's construction also caused the temperature in the downstream area to rise by about 0.6 °C. (2) According to the analysis of regional climate correlation, the rise of the dam's water level will cause the temperature of the reservoir area to drop to a certain extent. The correlation between the temperature in the Three Gorges and the water level changes in the Three Gorges reaches −0.578. (3) According to regional climate statistics analysis, the dam's construction has reduced the temperature difference in the reservoir area.