The Weihe River Basin (WRB) of China is located in an arid and water-scarce semi-arid region with a fragile ecological environment, and it is meaningful to study the spatial and temporal changes in vegetation and terrestrial water storage changes in a small-scale inland basin. This study uses normalized difference vegetation index (NDVI) data and Gravity Recovery and Climate Experiment (GRACE) and GRACE Follow-On (GRACE-FO) time-variable gravity field models to derive changes in vegetation cover and water storage in the WRB from 2002 to 2020. Firstly, taking NDVI as the breakthrough point, the temporal and spatial characteristics of vegetation were analyzed by trend analysis method and F-test. Then, GRACE and GRACE-FO were used to derive water storage variations. Finally, the correlation between NDVI and water storage variations is discussed using the Pearson correlation analysis. The results show that the overall trend of NDVI is increasing, and the increasing trend is more evident before 2014, and after that, there is a significant fluctuation. The spatial distribution shows a large spatial variability, but the growing area still accounts for the majority, and the change varies by vegetation type, among which the cultivated vegetation is more influential. The overall change in terrestrial water storage showed a decreasing trend of −0.09 cm/yr, and also reflected a solid intra-annual regular cycle, i.e., reaching a trough from October to November and a peak from May to June each year. The correlation is 0.6 on the time scale, and there was a 3-month lag between NDVI and TWS. On the spatial scale, the percentage of areas with a negative correlation was about 95.4%, probably due to increased water consumption and evapotranspiration. The study’s results can help to understand the relationship between vegetation and water storage in the WRB and provide scientific support for local environmental management.
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