Using ground visibility, vapor pressure and synoptic parameters data from 109 meteorological stations across Shanxi Province ranged from 1981 to 2016, long-term variation and spatio-temporal distribution of the aerosol optical depth (AOD) retrieved by visibility and vapor pressure data were analyzed. Combined with the air temperature data, this study aims to explore the climatic effects of AOD. The results showed that the mean annual AOD was 0.23 and generally had geographical feature across Shanxi, which decreased from north to south and from the middle basin to the mountain, with typical central basin feature. AOD showed an increasing trend with the rate of 0.01 every decade across Shanxi from 1981 to 2016. Seasonally, AOD showed a trend of significantly increasing in spring, summer and winter, and AOD in winter had the largest increasing amplitude. AOD were ascended in 79 areas (72%), mainly distributed in Taiyuan basin, Linfen basin, Yuncheng basin and Changzhi basin. There were a significant warming process (19811998) and a temperatures rising stagnation process (19992016) between 1981 and 2016 in Shanxi. The climate cooling effects of aerosols had slowed down the climate warming in 19811998 across Shanxi. Aerosols in winter can significantly slow climate warming, which meaning the slower of the winter temperature growing with AOD increasing. Daily average temperature growth rate may reduce 0.019 ℃·a~(-1) in winter, maximum temperature may reduce 0.020 ℃·a~(-1) with the increasing 0.1 unit of AOD. Besides, AOD in Shanxi had a negative correlation with temperature daily range, which was the more significant in winter and summer.