As an inland city located in the North Warm-Temperate Zone, Yan'an has a continental monsoon climate. Generally speaking, it is warm there with an average annual temperature of 9.3C (about 48.7 F) and comparatively dry with little annual rainfall of 500 to 800 mm, mainly concentrated in the summer months. Yan'an has an altitude between 800 and 1100 meters (about 2625 and 3609 feet), and as a consequence there is a huge difference between day-time and night-time temperatures, so some warm clothing is recommended. Typical of the loessial physiography of the area, there is a prevalence for wind-blown sand in the air and for comfort, glasses, a hat and a muffler should be packed.

Summer in Yan'an is free from extreme heat, so the months of July, August and September are pleasant and comfortable for a leisurely holiday there. While the Yan'an caves are warm in winter but cool in summer and make excellent dwellings.

Additionally days around the Spring Festival are also suitable for traveling to Yan'an, especially on January 15th according to the lunar calendar known as the Lantern Festival. On this occasion, there will be certain tourist festivals, cultural activities and performances with distinctive local features, showing the folk customs and the art forms of Yan'an.