To study the micro-meteorological effects of different underlying surfaces of structures to protect the Mogao Grottoes, we analyzed basic meteorological measurements collected at weather stations located in front of the grottoes, on top of the grottoes and in the artificial Gobi. The results show that the shelterbelts in front of the grottoes have a heat-retaining effect. The profile of average daily solar radiation in front of the grottoes forms a sharp peak and the profile in the Gobi forms a parabola, but these patterns vary in different seasons. The artificial Gobi was more susceptible to extremes in temperature and had a faster response and wider response range to ground temperature. The average monthly air temperature, average monthly relative humidity, and the average wind speed in the artificial Gobi tend to first decrease and then increase with measurement height.