Climatic impact on re-established ecosystems at reclaimed mined lands may have changed. However, little knowledge is available about the difference in vegetation–climate relationships between reclaimed and unmined lands. In this study, ecological responses to climatic variability on reclaimed and neighbouring unmined lands were estimated using remote-sensing data at the Pingshuo Mega coal mine, one of the largest coal mines with long-term reclamation history in China. Time-series MODIS enhanced vegetation index (EVI) data and meteorological data from 1997 to 2017 were collected. Results show significantly different vegetation–climate relationships between reclaimed and unmined lands. First, the accumulation periods of all climatic variables were much longer on reclaimed mining lands. Second, vegetation on reclaimed lands responded to variabilities in temperature, rainfall, air humidity, and wind speed, while undisturbed vegetation only responded to variabilities of temperature and air humidity. Third, climatic variability made a much higher contribution to EVI variation on reclaimed land (20.0–46.5%) than on unmined land (0.7–1.7%). These differences were primarily caused by limited ecosystem resilience, and changed site hydrology and microclimate on reclaimed land. Thus, this study demonstrates that the legacy effects of surface mining can critically change on-site vegetation–climate relationships, which impacts the structure, functions, and stability of reclaimed ecosystems. Vegetation–climate relationships of reclaimed ecosystems deserve further research, and remote-sensing vegetation data are an effective source for relevant studies.