The change of spatial and temporal distribution of precipitation has an important impact on urban water security. The effect of land cover land use change (LCLUC) on the spatial and temporal distribution of precipitation needs to be further studied. In this study, transfer matrix, standard deviation ellipse and spatial autocorrelation analysis techniques were used. Based on the data of land cover land use and precipitation, this paper analyzed the land cover land use change and its influence on the spatial and temporal distribution pattern of precipitation in the Guangdong–Hong Kong–Macao Greater Bay Area (GBA). The results showed that from 2001 to 2019, the area of cropland, water, barren, forest/grassland in the GBA decreased by 44.03%, 8.05%, 50.22%, 0.43%, respectively, and the area of construction land increased by 20.05%. The precipitation in the GBA was mainly concentrated in spring and summer, and the precipitation in spring tended to increase gradually, while the precipitation in summer tended to decrease gradually, while the precipitation in autumn and winter has no obvious change. It was found that with the change of land cover land use, the spatial distribution of precipitation also changed. Especially in the areas where the change of construction land was concentrated, the spatial distribution of precipitation changed most obviously.