Little is known about the mechanism of climate-vegetation coverage coupled changes in the Tibetan Plateau (TP) region, which is the most climatically sensitive and ecologically fragile region with the highest terrain in the world. This study, using multisource datasets (including satellite data and meteorological observations and reanalysis data) revealed the mutual feedback mechanisms between changes in climate (temperature and precipitation) and vegetation coverage in recent decades in the Hengduan Mountains Area (HMA) of the southeastern TP and their influences on climate in the downstream region, the Sichuan Basin (SCB). There is mutual facilitation between rising air temperature and increasing vegetation coverage in the HMA, which is most significant during winter, and then during spring, but insignificant during summer and autumn. Rising temperature significantly enhances local vegetation coverage, and vegetation greening in turn heats the atmosphere via enhancing net heat flux from the surface to the atmosphere. The atmospheric heating anomaly over the HMA thickens the atmospheric column and increases upper air pressure. The high pressure anomaly disperses downstream via the westerly flow, expands across the SCB, and eventually increases the SCB temperature. This effect lasts from winter to the following spring, which may cause the maximum increasing trend of the SCB temperature and vegetation coverage in spring. These results are helpful for estimating future trends in climate and eco-environmental variations in the HMA and SCB under warming scenarios, as well as seasonal forecasting based on the connection between the HMA eco-environment and SCB climate.