In the context of global climate change, the severity and frequency of drought events are on the rise. Compound droughts, marked by both soil aridity and atmospheric dry conditions, exert significant effects on how terrestrial ecosystems operate. As a crucial ecological trait, ecosystem Water Use Efficiency (WUE) denotes the interrelationship between the carbon cycle and the water cycle. Therefore, understanding the respective impacts of soil drought and atmospheric drought on WUE, as well as their critical thresholds, is essential for predicting drought risks. The present study employs multi-source remote sensing datasets covering 2001-2023, integrates binningbased decoupling approaches and threshold detection techniques, and quantitatively assesses the independent impacts of soil and atmospheric drought on WUE across Central Asia, while identifying the threshold responses of WUE to these drought stressors. Major outcomes are summarized as follows: (1) In the majority of Central Asian territories, Vapor Pressure Deficit (VPD) represents the dominant factor regulating WUE, covering approximately 88.06 % of the regional extent. Across different drought intensities, vegetation types, latitudes, and elevation gradients, VPD consistently emerges as the key driver of WUE; (2) Approximately 15 % of the region exhibits a critical threshold response of WUE to atmospheric drought, with notable spatial heterogeneity. On average, the critical transition of WUE corresponds to the 80th percentile of VPD. This research offers a theoretical basis to support drought evaluation and ecological rehabilitation initiatives across Central Asia.