Extreme climate events have devastating effects on human society and environment, and understanding the characteristics of past change is critical for reliable projections of future changes. This study aimed to analyze the spatiotemporal variations in extreme climate events and their impact on vegetation, and considered the associations with individual and multi-factor large-scale circulation indices. Extreme warm indices increased, accompanied by corresponding decreases in extreme cold indices. Indices of nighttime warming were higher than those of daytime warming, indicating instability associated with climate change. Extreme precipitation indices also showed significant increase, whereas abrupt changes were more prevalent in extreme temperature indices than in extreme precipitation indices. Overall, the Heihe River Basin has become warmer and wetter between 1961 and 2016 and the extreme events frequency has increased. Spatially, more annual frost days (ice days) and max 1-day precipitation amount (max 5-day precipitation amount, very wet days) were observed in Qilian Mountain, whereas summer days, tropical nights and consecutive dry days were distributed in the Hexi Corridor and Desert areas. Different vegetation types of normalized-difference vegetation index net primary productivity and vegetation coverage were significantly positively correlated with extreme temperature, whilst significant positive or negative correlations were observed between extreme climate indices and large-scale circulation indices in the Qilian Mountain. In contrast, a significant positive correlation with extreme precipitation more significant, meanwhile, correlations between large-scale circulation indices with extreme temperature more obviously was found in the Hexi Corridor and Desert areas. Multiple wavelet coherence revealed that combinations of large-scale circulation indices are better predictors of changes in 5-day maximum precipitation, cool nights and warm nights in the Qilian Mountain than in Hexi Corridor and Desert areas. These findings have important implications for research of hydrometeorological–ecohydrological processes in alpine endorheic river basins.