Southwest China has been the largest terrestrial carbon sink in China over the past 30 years, but has recently experienced a succession of droughts caused by high precipitation variability, potentially threatening vegetation productivity in the region. Yet, the impact of precipitation anomalies on the vegetation primary productivity is poorly known. We used an asymmetry index (AI) to explore possible asymmetric productivity responses to precipitation anomalies in Southwest China from 2003 to 2018, using a precipitation dataset, combined with gross primary productivity (GPP), net primary productivity (NPP), and vegetation optical depth (VOD) products. Our results indicate that the vegetation primary productivity of Southwest China shows a negative asymmetry, suggesting that the increase of vegetation primary productivity during wet years exceeds the decrease during dry years. However, this negative asymmetry of vegetation primary productivity was shifted towards a positive asymmetry during the period of analysis, suggesting that the resistance of vegetation to drought, has increased with the rise in the occurrence of drought events. Among the different biomes, grassland vegetation primary productivity had the highest sensitivity to precipitation anomalies, indicating that grasslands are more flexible than other biomes and able to adjust primary productivity in response to precipitation anomalies. Furthermore, our results showed that the asymmetry of vegetation primary productivity was influenced by the effects of temperature, precipitation, solar radiation, and anthropogenic and topographic factors. These findings improve our understanding of the response of vegetation primary productivity to climate change over Southwest China.