The paper systematically summarized the effect of protective forest on climate in the arid and semi arid areas of China in the past decades. The results are as follows: since protective forest can reduce wind velocity, increase air humidity, and regulate air temperature, So that the growth environment of crops and the habitat quality of local people are improved. Compared with micro climate, the regional climate was slightly influenced by protective forest. But it obviously reduced wind velocity and frequency of dust storm. The paper also analysed some problems on climate research and raised some own views. It was emphasized that we should properly plant all kinds of protective forest by terms of corresponding sites, adopt intensive management, and improve stand quality, so as to make use of its protective, economic and social benefits.