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Under global warming, the climate in semi-arid inland Eurasia (SAIE) has changed in an opposite manner, thereby seriously impacting the local ecological environment. However, the key influencing factors and physical mechanism remain inconclusive. In this paper, we remodel the precipitation recycling ratio (PRR) model to assess the contributions of moisture from different water vapor sources to local precipitation, analyze the characteristics of the PRR and precipitation in SAIE, and provide possible physical reasons based on the Clausius–Clapeyron equation. It is found that the PRR increased from 1970 to 2017 as the result of linear trend analysis, with obvious seasonality. Moreover, the component of precipitation contributed by locally evaporated moisture (Pl), and that contributed by advected moisture (Pa) as well as the total precipitation (P), increased during the past 48 years. In particular, the Pa, Pl, and P in autumn and winter all increased obviously during the past 20 years from the interdecadal change trend, as well as the PRR (Pl/P), which was opposite to the decrease in the total water vapor input I(Ω) in the horizontal direction. According to the Clausius–Clapeyron equation, one of the causes might be that global warming has accelerated the local water cycle and driven the increase in Pa, and the increase in atmospheric water holding capacity caused by global warming provides the power source. We suggest that the climate's transformation from dry to wet in SAIE can only be temporary since SAIE is an inland area and the adjustment of atmospheric circulation did not lead to the increase in external water vapor. [ABSTRACT FROM AUTHOR]