Climate change fundamentally alters climate-vegetation interactions in agricultural regions. Semi-arid zones are particularly susceptible to intensifying aridification and regime shifts. This study analyzed regime shifts and synchrony in the Rostov Region's climate-vegetation system, a major grain-producing area in Russia, integrating data from five meteorological stations and MODIS satellite observations from 2001 to 2024. The PELT algorithm detected changepoints in temperature, precipitation, evapotranspiration, and NDVI, and a synchrony coefficient methodology quantified the temporal coupling of parameters with a three-month lag tolerance. The results revealed significant warming (+2.1°C over 24 years) and aridification (−4.3 mm), with pronounced spatial gradients; however, NDVI remained stable across all stations, despite multiple climate shifts. Precipitation-evapotranspiration synchrony substantially exceeded temperature-evapotranspiration coupling, confirming water availability as the primary limiting factor. The maximum synchrony (0.867) occurred in the southern irrigated areas. This vegetation stability suggests adaptive buffering through CO₂ fertilization and agricultural management or proximity to critical ecological thresholds. These findings demonstrate the dynamics of water-limited ecosystems and the cascade effects in the hydrological cycle. They also provide a scientific basis for the implementation of precision irrigation and adaptive agricultural strategies in regions vulnerable to climate change.