Rainfall extremes (RE) become more variable and stochastic in the context of climate change, increasing uncertainties and risks of water erosion in the real world. Vegetation also plays a key role in soil erosion dynamics. Responses of water erosion to RE and vegetation, however, remain unclear. In this article, on the basis of the data measured on 15 plots (area: 10 m × 10 m and 10 m × 5 m) and the definition of World Meteorological Organization (WMO) on rainfall extremes, 158 natural rainfall events from 1986 to 2005 were analysed, and rain depth and maximal 30-min intensity (MI30) were used to define RE. Then, water erosion process under RE and five vegetation types (spring wheat, alfalfa, sea buckthorn, Chinese pine, and wheatgrass) were studied in a key loess semiarid hilly area, NW China. The following findings were made: (1) The minimal thresholds of depth and MI30 for defining RE were determined as 40·11 mm and 0·55 mm/min, respectively. Among the studied rainfall events, there were four events with both the variables exceeding the thresholds (REI), five events with depths exceeding 40·11 mm (REII), and four events with MI30 exceeding 0·55 mm/min (REIII). Therefore, not only extreme rainstorm, but also events with lower intensities and long durations were considered as RE. Moreover, RE occurred mostly in July and August, with a probability of 46 and 31%, respectively. (2) Extreme events, especially REI, in general caused severer soil-water loss. Mean extreme runoff and erosion rates were 2·68 and 53·15 times of mean ordinary rates, respectively. The effect of each event on water erosion, however, becomes uncertain as a result of the variations of RE and vegetation. (3) The buffering capacities of vegetation on RE were generally in the order of sea buckthorn > wheatgrass > Chinese pine > alfalfa > spring wheat. In particular, sea buckthorn reduced runoff and erosion effectively after 3-4 years of plantation. Therefore, to fight against water erosion shrubs like sea buckthorn are strongly recommended as pioneer species in such areas. On the contrary, steep cultivation (spring wheat on slopes), however, should be avoided, because of its high sensitivities to RE.