Understanding the characteristics of long-term changes in the water use efficiency (WUE) of grassland ecosystems is vital for WUE improvement on the Qinghai-Tibet Plateau. In this study, five vegetation types, namely alpine shrub, desert, grassland, meadow, and swamp, were evaluated. The changes in WUE over the past 16 years were calculated using the total primary productivity and latent heat flux data of the ecosystem from 2006 to 2021. In addition, meteorological data were used to further explore the relationship between WUE and environmental factors. The WUE of alpine desert, meadow, and swamp showed an increasing trend. In contrast, alpine shrub and grassland WUE showed a decreasing trend, with the WUE of shrub being significantly higher than that of grassland on the interannual scale. The WUE of all vegetation types showed seasonal maximum and minimum values in July and January, respectively, and the WUE of shrubs was significantly higher than that of the other vegetation types. The structural equation model showed that precipitation, temperature, and relative humidity were the main positive influences on the WUE of grasslands on the Qinghai-Tibet Plateau, whereas net radiation had a negative influence. Climate factors may substantially impact future changes in the WUE of various ecosystems. The results of this study provide a theoretical basis for further study of WUE changes in the grasslands of the Qinghai-Tibet Plateau.