Urban ecosystem health threats and natural disasters have a prominent influence under the rapid urbanization process, and high urban resilience (UR) is the key to response to human-natural disasters. This study attempts to construct a comprehensive index system of UR based on the DPSIR (Driving—Pressure—State—Impact—Response) framework to explore the coupling coordination relationship and driving factors of UR in ecologically fragile areas, using panel data of 39 cities in the Loess Plateau from 2010 to 2019. The empirical results have shown that most cities present low and medium levels of urban resilience, indicating that the UR of the Loess Plateau is not ideal, that there is a significant spatial difference between the urban resilience and coupling coordination degree (CCD), and the spatial characteristics are represented by “central depression”. Additionally, there are significant discordant relationships among the five subsystems of UR, which means that the pressure subsystem has the highest score, while the driving force subsystem and state subsystem have the lowest score. Regarding the driving factors, institutional quality, scientific and technological expenditure, and industrial upgrading have a significant positive impact on UR, while gross industrial output, urban carbon emissions, and urban population density have a significant negative impact on UR. This study provides a new index system and information and decision-making reference for UR exploration, which is also conducive to the future urban sustainable development planning in ecologically sensitive areas.