The adaptability of plantation ecosystems to climate change has become an important issue in many drylands worldwide. The plantation forests of the Loess Plateau, one of the driest areas in China, have greatly increased, and Picea crassifolia and Pinus tabuliformis are the dominant artificial coniferous species in this region. However, quantitative evaluations of the responses of radial growth to climate change for these two dominant artificial coniferous trees are rare. In this study, we collected tree-ring sample data from four sampling sites in Huajialing and Chankou in the arid Loess Plateau and analysed the radial growth of two artificial conifers and their climate response characteristics (precipitation, temperature, and standardised precipitation evaporation index (SPEI)) using Pearson correlation and the Climwin model. The results showed that (1) low precipitation during the growing season (April-August) and the resulting drought stress were major growth-limiting factors for plantation forests in the arid Loess Plateau, and this impact increased with the duration of drought stress. (2) P. tabuliformis was more susceptible to drought stress than P. crassifolia, and its soil water content at the 0–200 cm depth was already close to the wilting point. (3) The site conditions of planted areas, including initial planting density, elevation, and stand structure (canopy cover), significantly influenced the response of the same tree species to drought stress. (e.g., P. tabuliformis in high-density and low-elevation areas was more susceptible to drought stress than trees in low-density and high-elevation areas). We concluded that forest managers should select appropriate initial planting densities and altitudes and implement pruning and thinning measures at specific ages (15 years for P. crassifolia and 20 years for P. tabuliformis) based on basal area growth curves. Our results provide valuable information for the sustainable management of plantations against the background of climate warming.