With global warming and rapid urbanization, urban agglomerations over the Loess Plateau (LP) are suffering from various urban disasters. Urbanization has aggravated the decreasing trends of extreme precipitation in Taiyuan and Xi’an urban agglomerations (UAs) and enhanced the increasing trends of extreme precipitation in Luoyang, Hohhot and Xining UAs during 1979–2018. Meanwhile, the number of light rain days decreases in almost all the cities, indicating the sensitivity of light rain days to urbanization. The climate change is a primary contributor to the change of urban precipitation during 1980–2000. However, the urbanization contribution has been increasing gradually since 2000, and the urbanization further amplifies the trend of extreme precipitation caused by the climate change. In terms of the physical mechanisms, the rapid increasing surface temperature and aerosol particles are closely related to the urban precipitation. Our findings provide a systematic understanding of the urbanization effects on the extreme precipitation over the LP and may play an important role in the mitigation of urban disasters.