Vineyard microclimate is a main determining factor for grape yield and quality. In the Eastern Foothills of the Helan Mountains in the Ningxia region, China, grape is a critical economic crop for wine making. The microclimate of vineyards in 2019 and 2020 was analyzed on the basis of observations from eight vineyards microclimate stations and a national reference station. The vineyard microclimate was compared with the larger-scale local weather conditions, and the vineyard microclimate was compared within and among different climatic zones. In addition, the climate was evaluated at the four study wine grape areas. The results showed that: (1) In the same wine-grape-growing area where the climate was similar, vineyard microclimate was affected by elevation, topography, and soil texture. (2) Excepting average wind velocity, there were no statistically significant (p < 0.05) differences in minimum and maximum air temperatures or relative humidity between the study field microclimate observation stations and the local national reference station. (3) Among the four climate-zone-based wine-grape-growing areas, vineyard microclimate was related to topography, geographical location, and soil type. In particular, the Yinchuan and Qingtongxia areas had an abundant heat resource, and the Hongsipu area had sufficient precipitation and high photosynthetically active radiation (PAR). By contrast, the Shizuishan area had a relatively low-to-moderate amount of heat, precipitation, and radiation resources for grape. (4) According to the climate assessment of agricultural products—wine grape (QX/T 557—2020), the climate was superior in 2019 than in 2020 for wine grapes. In particular, the climate for grape was better in the Yinchuan area than in other study areas. The results of this study are evidence-based and could be used to assist the local wine grape community in making decisions about cultivars, management practices, area expansions, marketing strategies, etc.