Arid central Asia is one of the regions most sensitive to global climate change, as well as the region with dramatically hydrological changes and fragile ecosystems. The region includes the main body of the ancient Silk Road, which played a key role in the cultural exchange and the rise and fall of Silk Road civilization. Scientific assessment of the risks faced by the sustainable development of human society in the arid central Asia under the background of global warming is a major scientific issue that has received much attention. The study of the relationship between cultural exchange, development of Silk Road civilization and climate change can provide a scientific basis for understanding the evolution rules of human-land relationship on different timescales in this area. This study summarized the research progress in the history of cultural exchanges, the rise and fall of Silk Road civilization, climate change during the Holocene, forcing mechanisms of climate and hydrological change on different timescales, as well as the process and rule of human-environment interaction. On this basis, we proposed that the study of the temporal and spatial patterns of Holocene climate change and the evolution of Silk Road civilization in arid central Asia, as well as the research on the interaction mechanisms between human and environment, are obviously insufficient. Solving the problems of regional imbalance of climate change and cultural evolution in arid central Asia and strengthening the cross-disciplinary study of geoscience and archaeology are effective ways to promote the study of climate change and changes of Silk Road civilization, which has important scientific and practical significance for understanding the evolution of human-land relations in the region, coping with the challenges of climate change, and serving the “One Belt, One Road” strategy.