Understanding drought dynamics is essential for effective climate adaptation in arid regions. This study presents a multi-scale spatiotemporal analysis of drought characteristics and vegetation response across Saudi Arabia from 2000 to 2023, using the Standardized Precipitation Evapotranspiration Index (SPEI) at 2-, 3-, 6-, and 12-month time scales and MODIS-derived NDVI data. Results indicate increasing drought severity, particularly in central and northern regions, with SPEI-12 values frequently dropping below -1.5 during major drought years such as 2003, 2008, and 2016. Drought duration analysis using Run theory reveals that many regions experienced multi-month drought spells, with some extending beyond five consecutive 16-day periods, highlighting their persistence. The intensity of drought events, measured as the cumulative deficit below the threshold, was also found to be significantly higher during long-term drought phases. Vegetation health, assessed through NDVI, showed strong negative correlations with longer-scale SPEI values, confirming the lagged and cumulative impact of prolonged drought. Wavelet analysis further identified dominant drought cycles in the 2-4 and 8-12 year bands, revealing the influence of both short-term variability and long-term climatic oscillations. These findings provide valuable insights for drought monitoring, early warning systems, and climate-resilient land management strategies in hyper-arid environments.