Drought affects land surface dynamics. Quantifying the response of vegetation productivity to variations in drought events at different time-scales is crucial for evaluating the potential impacts of climate change on terrestrial ecosystems. Utilizing the Standardized Precipitation Evapotranspiration Index (SPEI) and Normalized Difference Vegetation Index (NDVI), this study evaluated the response of vegetation productivity to different time-scales of drought (SPEI-3, SPEI-6, SPEI-12, and SPEI-24, with 3, 6, 12 and 24 months of accumulation, respectively) in the growing season (April to October), as well as the spring, summer and autumn of the Loess Plateau (LP) by the maximum Pearson correlation (rmax). Results indicated that: (1) major areas (91.49%, 88.81%, 94.41% and 79.20%) of the LP were highly controlled by drought at the different time-scales during 1982–2013. However, high spatial and seasonal differences occurred during different time-scales, with the maximum influence in summer at 3-month time (SPEI-3); (2) rmax showed that 98.47%, 45.91%, 89.80% and 75.33% of the LP show significant correlation (P < 0.05) between the SPEI and vegetation productivity in the growing season, and the spring, summer and autumn; (3) vegetation productivity of arid regions responded mostly in the 3-month time (SPEI-3), and vegetation productivity of semi-arid and semi-humid regions mostly responded at the 12-month time (SPEI-12) or 24-month time (SPEI-24) in the growing season; and lastly, (4) the rmax was higher in the 3-month time for grassland and cultivated vegetation and in the 12-month time for the shrub land, need-leaf forest and broadleaf forest.