This study used a combination of the wavelet cross-correlation technique and numerical analysis of vegetative feedback to study the role of climate–vegetation feedback from 1981 to 2009 in the northern Tianshan Mountains, Xinjiang Province, China. The study area included the Irtysh River, the Bortala and Ili River valleys, the northern slopes of the Tianshan Mountains, and the western Junggar Basin. The feedback effects of changes in vegetation on precipitation appeared to vary in these five regions when different time scales are used to examine them. The most useful time scale was generally found to be 4–6 months. Time lag was another characteristic of this process, and the optimal time lag was 3–4 months. Nevertheless, optimal time scale and time lag did not differ significantly in these five regions. In this way, the correct time scale of the effects of variations in vegetation on precipitation in this cold, arid area was found. This time scale and time lag can be assessed through wavelet cross-correlation analysis. Then numerical analysis can be used to improve the accuracy of the analysis.