Climate in arid regions is sensitive and vulnerable, and has obviously changed under global warming. In this paper, climatic characteristics in three typical arid regions, i.e. the China-Mongolia arid region (CM) (35°N-50°N, 75°E-105°E), the central Asia arid region (CA) (28°N-50°N, 50°E-67°E), and North Africa arid region (NA) (15°N-32°N, 17°W-32°E), are analyzed. The features of annual and interannual precipitation variations and abrupt precipitation changes have been analyzed in these regions. Relationships between precipitation and SST (Sea Surface Temperature) and circulation are discussed. Furthermore, changes in precipitation and water vapor transport before and after the years of abrupt precipitation changes have also been discussed. The results indicate that in the context of global warming, more precipitation occurs in the summer in CM and NA; on the other hand, precipitation in CA is largely concentrated in the winter and spring. During the period of 1961-2010, annual precipitation in CM increased, winter and summer precipitation increased while annual precipitation decreased in CA, annual and summer precipitation increased in NA. Accordingly, annual, winter, and summer precipitation increased at a rate of 4.2, 1.3, and 1.0 mm/10 a respectively in CM. Winter (1.2 mm/10 a) and summer (0.1 mm/10 a) precipitation increased but annual precipitation decreased (-0.8 mm/10 a) in CA. Annual and summer precipitation increased at a rate of 0.5 mm/decade and 0.1 mm/10 a respectively, while winter precipitation didn't change obviously in NA. In the winter, meridional water vapor transport provides the primary water vapor supply for the arid zone in CM; zonal water vapor transport is the major water vapor source for CA; the water vapor supply for the NA arid region comes either from the zonal or from meridional moisture transport, and the average total water vapor output in NA is about -9.48×10⁴ kg/s. Thereby decreases in net water vapor flux in NA is the major reason for NA drought. General circulation from the tropics to the Arctic can affect precipitation in arid regions through stationary wave activities. Winter precipitation in CM and CA are related to wave trains originated from the western Pacific Ocean and Indian Ocean. Winter precipitation in NA is positively correlated with wave trains propagating across the North Atlantic. However, rainfall response to SST is different in different regions selected for the present study. Winter rainfall in CM is significantly positively correlated with the West Pacific and Indian Ocean SST but the correlation turns insignificant in the summer. Rainfall in central Asia is closely related to the Mediterranean and Arabian Sea SSTs with a positive correlation with Arabian Sea SST but a negative correlation with the Mediterranean SST in the winter and a positive correlation in the summer. Rainfall in NA is related to the Mediterranean and the western Atlantic SST.