Climate–vegetation interaction can be perturbed by human activities through deforestation and natural extreme climatic events. These perturbations can affect the energy and water balance, exacerbating heat stress associated with droughts. Such phenomena are particularly relevant in the Horn of Africa, given its economic and social vulnerability to environmental changes. In this paper, we used 16-year time series (2001–2016) of remotely sensed environmental data with the objective of 1) clarifying how rainfall–vegetation interaction affects land surface temperature (LST) seasonality across the Horn of Africa, and 2) evaluating how this interaction affects LST anomalies during forest loss and drought events. Our results showed that vegetation seasonality follows rainfall modality patterns in 81% of the region. On the other hand, seasonality of daytime LST was negatively related to vegetation greenness patterns across ecoregions, and rainfall modality. LST varied more strongly in grasslands and shrublands than over other vegetation classes. Comparison of LST before and after forest loss in three selected areas (two in Ethiopia and one in Kenya) revealed an annual average increase in LST of 0.7 °C, 1.8 °C, and 0.2 °C after climate variability correction, respectively. The average increase in LST was relatively high and consistent during dry months (1.5 °C, 3 °C, and 0.6 °C). As expected, the rainfall anomalies during droughts (2010/2011, 2015, and 2016) were positively correlated with vegetation greenness anomalies. Nonetheless, the degree with which vegetation cover is affected by extreme rainfall events has a strong influence in regulating the impact of droughts on temperature anomalies. This highlights the importance of vegetation resilience and land cover management in regulating the impact of extreme events.