Global climate change is one of the most concerned environmental problems in the world since the 1980s, giving significant effects on the plant productivity and the water transport and use patterns. These effects would be reflected in the water use efficiency (WUE) of individual plants, communities, and ecosystems, and ultimately, in the vegetation distribution pattern, species composition, and ecosystem structure. To study the WUE of plants would help to the understanding and forecasting of the responses of terrestrial vegetation to global climate change, and to the adoption of adaptive strategies. This paper introduced the concept of plant WUE and the corresponding measurement techniques at the scales of leaf, individual plant, community, and ecosystem, and reviewed the research progress in the effects of important climatic factors such as elevated atmospheric CO2 concentration, precipitation pattern, nitrogen deposition, and their combination on the plant WUE, as well as the variation characteristics of plant WUE and the adaptive survival strategies of plants under different site conditions. Some problems related to plant WUE research were pointed out, and the future research directions in the context of global climate change were prospected.