Exploring the variation characteristics of actual evapotranspiration (ETa) and its response to climate change in the arid inland region of China is of great significance for strengthening regional water resources management and maintaining ecological environment security and stability. Taking the Dulan River Basin as the research area, based on the meteorological data from the Wulan Station and hydrological data from the Shanggaba Station from 1981 to 2020, the variation characteristics of ETa at the annual scale were analyzed. The ETa estimation model and joint distribution model of P and potential evapotranspiration (ET0) was constructed based on climate factors, and the uncertainty of ETa response to climate change was explored with the water balance method, multiple linear regression, marginal distribution function, Copula function, and Monte Carlo algorithm. The results showed that the multi-year mean value of ETa in the study area was 261.6 mm, and the interannual process showed an insignificant upward trend, and had no abrupt change during the period. There were two obvious main cycles, which were 19-year periodic changes on the 30-year time scale and 6-year periodic changes on the 9-year time scale. The ETa estimation model based on precipitation (P) and ET0 had good simulation accuracy. The optimal marginal distributions of P and ET0 were Pearson-III (P-III) distribution and Generalized Extreme Value (GEV) distribution, respectively. The Copula joint distribution probability density of P and ET0 was a symmetric saddle-shaped distribution. ETa showed an inverted ‘S’ distribution with the change in joint guarantee rate of P and ET0, ranging from 116.9 mm to 498.6 mm. ETa was an interval range under a certain joint guarantee rate. The research results can provide support for the assessment of ETa, and help to further understand the driving mechanism of climate change on ETa in the arid inland region of China.