Shihezi, located at the northern foothills of the Tianshan Mountains and adjacent to the Gurbantunggut Desert in Xinjiang, represents a typical oasis–desert ecotone with cold winters, hot summers, scarce precipitation, and high evaporation. This study investigates the climatic characteristics of Shihezi and their implications for agriculture under climate change. The objective is to analyze long-term temperature and precipitation patterns, identify the oasis–desert climatic contrasts, and assess agricultural impacts. Using historical meteorological records and statistical approaches, the study reveals that the mean annual temperature is 7.4–8.1 °C, with an accelerated warming trend of about 0.26 °C per decade since 1986. Annual precipitation averages only 206 mm, far below evaporation (1000–1500 mm), with over 70% falling between April and September. Oasis areas exhibit 3–5 °C lower summer temperatures and 5–10% higher humidity compared with deserts, producing a pronounced cool and humid island effect. Vegetation cover (NDVI) is strongly correlated with the oasis–desert temperature difference (r > 0.5, p < 0.01). For agriculture, warming has extended frost-free periods and increased heat resources, favoring cotton and maize, but also heightened risks of heat stress, heavy rainfall, and late spring frost. These findings underscore both opportunities and vulnerabilities in the oasis–desert ecotone, providing a scientific basis for adaptive measures such as water-saving irrigation, stress-tolerant crop varieties, and ecological conservation.