Net primary productivity (NPP) and carbon use efficiency (CUE) are common ecological indicators for assessing the terrestrial carbon cycle. However, despite their widespread use, considerable uncertainties exist toward the response patterns of NPP and CUE to climate variability along an aridity gradient, especially for grassland ecosystems. The aridity index (AI) was calculated in this study to specify arid-humid zones across the global grassland ecosystem. The dynamics of grassland NPP, CUE, and their dependence on climate under different AI levels from 2000 to 2013 were investigated. Results showed that the NPP and CUE of grasslands demonstrated a slightly increasing trend with regional increasing precipitation in most AI zones, except for arid regions (AR) from 2000 to 2013. The NPP and CUE of grasslands exhibited a remarkable spatial heterogeneity in different AI zones. High NPP values mainly occurred in the dry and sub-humid (DSH) and humid (HU) regions of Southern Hemisphere with warm and wet climate. High CUE values were mostly found in the HU of the Northern Hemisphere with cold and wet climate. In addition, low NPP and CUE values were observed in most parts of AR and semi-AR (SAR) with hot and dry climate. Overall, the NPP and CUE of grasslands were significantly affected by precipitation at the global scale. Specifically, grassland NPP was positively correlated with the mean annual precipitation (MAP) in SAR and AR, but negatively related with the MAP in the HU region. The positive correlation between NPP and mean annual temperature (MAT) was found only for HU regions. Grassland CUE indicated a positive relation with MAP, but a negative relation was observed with MAT in all AI zones. The correlation coefficients between CUE and MAP decreased from AR to HU regions. This finding indicated that grassland CUE was highly sensitive to precipitation in dry areas, but this relationship weakened in HU ecosystems.