This paper discusses the impact of climate change on urban total factor productivity (TFP) by using Chinese city data in 1994-2014. The results are as follows. Climate change (changes in temperature and precipitation) has negative impact on urban TFP. The influence of precipitation is more significant, but the impact of TFP on the eastern China cities is not obvious. The higher level of the economic development of the city, the smaller impact on its TFP by weather and climate change, and vice versa. The more reasonable urban industrial structure, the lower impact of weather and climate, the more unbalanced, the greater impact. Among them, the precipitation change has influence on the three major industries, and has the most significant impact on the first industry.