Rainfall characteristics and their effects on loess slope erosion in the loess hilly region of the western Loess Plateau were studied using the runoff plots located in the Anjiagou watershed, Dingxi City, Gansu Province and the data observed from 2009 to 2011. Results showed that in the condition of natural rainfall, runoff process under different treatments could be divided into runoff producing, maximum runoff, stability of runoff and disappearance of runoff and soil erosion, into erosion producing, maximum erosion amount and curtailment erosion. The eight treatments, in order of the decreasing total amounts of runoff and soil loss, were 15° spring wheat, 10° spring wheat, 10° Pinus tabulaeformis arboreal forest, 15° waste land, 15° Hippophae rhamnoides shrub forest, 10° waste land, 15° Pinus tabulaeformis arboreal forest and 10° Hippophae rhamnoides shrub forest. From the hierarchical clustering, on the 10° slope, Hippophae rhamnoides shrub forest had an obvious effect of soil and water conservation, while on the 15° slope, Pinus tabulaeformis arboreal forest had an obvious effect of soil and water conservation. Therefore, combined with the climate and environment of test site, 10° slope is suitable for planting Hippophae rhamnoides and 15° slope, for returning farmland to forest.