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Understanding the temporal-spatial variability of tree radial growth and ecological response is the basis for assessing forest vulnerability in sight of climate change. We studied stands of the shrub Caragana korshinskii Kom. at four sampling sites (natural forest CL and plantation forests XZJ, CK and TPX) that spanned the different precipitation gradient (180–415 mm) across China’s western Loess Plateau, and demonstrated its radial growth dynamics and ecological response. We found that the growth of natural C. korshinskii in arid regions have adapted and cope with regional environmental changes and radial growth was less affected by drought stress. However, the growth of planted C. korshinskii was significantly affected by drought stress in arid and semi-arid regions, especially during the growing season (from June to September). Variations in radial growth rates and growth indicators such as shrub height, canopy area are consistent with the climate-growth relationship. With increase of precipitation, the limiting of drought on the growth of planted C. korshinskii gradually decreased and the amount of radial growth variation explained by drought decreased from 53.8 to 34.2% and 22.3% from 270 to 399 and 415 mm of precipitation, respectively. The age-related radial growth trend shows that radial growth increased until 4 years of age, then decreased rapidly until 12–14 years of age, and then eventually tend to stabilized. In the context of climate warming and humidification, increased precipitation and regular branch coppicing management at around 12 years old will help to mitigate the limitation of drought on the growth of C. korshinskii. Moreover, the initial planting density should be tailored to local precipitation conditions (below 5,000 shrubs per hectare). The above results have important practical significance for the maintenance of the stability and sustainable management of plantation forests in the western Loess Plateau.