Against the background of global warming, the climatic suitability for growing usual crops has been changing in certain regions. In this study, we focused on the Ningxia Plain in China, an important wine grape (Vitis vinifera L.) growing region. Based on the daily average air temperature data from 1981 to 2017, we investigated changes in the planting boundaries of different climate zones for wine grape before and after 1997 (when an abrupt change in regional air temperature occurred). The goal of this study is to provide scientific evidence for local agricultural authorities to make long-term climate change adaptation plans. We used the effective accumulated temperature as an indicator to evaluate the inter-decadal changes in the climate zones for wine grape. We concluded as follows: (1) since the abrupt change in regional air temperature in 1997, the subtotal area of climate zone I for wine grape was reduced by 31%, while the subtotal area of climate zone II (moved southward) and III (part of climate zone II in the northern part of the region turned into climate zone III) for wine grape was expanded by 7% and 24%, respectively; (2) during the 1990s, climate zone III for wine grape emerged in the study region; during the 2000s, the planting boundaries of climate zone II and III moved southward; during the period of 2011–2017, climate zone I (suitable) for wine grape mostly vanished in the Ningxia Plain; and (3) since the abrupt change in regional air temperature in 1997, most of the area in the Eastern Foothills of the Helan Mountains turned from climate zone II to climate zone III for wine grape, with the exceptions of Hongsipu district and the relatively high altitude area. During the 37 study years, most of the area in the study region remained as climate zone II for wine grape with a probability of 80%. Overall, the climate zones for wine grape in Ningxia, China have changed against the background of global warming. In particular, the wine grape varieties and wine types are expected to be changed in the Helan Mountains area in order to adapt to the ongoing climate change.