The purpose of this paper is to explore the relationship between meteorological factors and runoff in Jingou River Basin under the influence of climate change. Based on the monthly average precipitation, snow cover, temperature and runoff data of Jingou River Basin of Xinjiang from 2006 to 2015, the vector autoregressive (VAR) model was used to analyze the interaction and response mechanism between precipitation, snow cover, temperature and runoff. The results show that precipitation, snow cover, temperature and runoff interact with each other, but runoff has a greater impact on the rest. The response directions of runoff to precipitation, snow cover and temperature shocks are not consistent, whereas the response of precipitation, snow cover and temperature to runoff shocks is lagging. According to the variance decomposition, the contribution of precipitation, snow cover and temperature to runoff change is in the following order, temperature > snow cover > precipitation, excluding the impact of runoff on itself. Temperature is the main influencing factor of runoff in Jingou River Basin. These results can provide some reference for all kinds of hydrological calculations in this basin.