Frequent drought events are recognized as threats to the normal growth of vegetation and the stability of ecosystem in the Loess Plateau. To elucidate the intricate effects of drought on vegetation, monthly GPP (gross primary productivity) and SPEI (standardized precipitation evapotranspiration index) from 2001 to 2022 were used to explore vegetation responses to meteorological drought. Using GPP_dt (detrended GPP) and SPEI, copula functions were applied to construct a conditional probability model for vegetation GPP loss under growing-season meteorological drought stress, and drought-trigger thresholds that lead to GPP_dt loss were determined. The results show as follows. During 2001—2022, GPP_dt exhibits a predominantly positive correlation with SPEI (95.05%) during the growing season. Vegetation responses to drought are concentrated within 2~6 months, with the response time lengthening from sparse vegetation (3.89 months) to herbaceous vegetation (5.78 months), deciduous broadleaf forest (5.80 months), and evergreen needleleaf forest (6.38 months). Given the same GPP_dt-loss threshold, more severe drought conditions lead to higher conditional probabilities of GPP_dt loss. Under identical drought level, higher GPP_dt-loss thresholds also correspond to increased conditional probabilities. Elevated drought-trigger thresholds are observed in the northwest and central region of the Loess Plateau, which indicate heightened drought sensitivity. Employing the 40th percentile of growing-season GPP_dt from 2001 to 2022 as the loss threshold, the average probability of GPP_dt loss declines from sparse vegetation (52.21%) to herbaceous vegetation (48.49%), deciduous broadleaf forest (47.77%), and evergreen needleleaf forest (42.78%). The drought-trigger thresholds for these vegetation types are SPEI = -1.486, -1.573, -1.601, and -1.676 respectively. The research findings provide scientific support for vegetation ecological protection and drought prevention strategies on the Loess Plateau.