In arid areas, ecological degradation aroused by over-exploitation of fresh water, expansion of artificial oasis and shrinkage of natural oasis, has drawn attention of many scholars and officials. The water and ecological footprints can be used to quantitatively evaluate the water consumption of social-economic activities and their influence on the eco-environments. In addition, increase of the water footprint indicates the expansion of artificial oasis, and the influence on the natural oasis could be reflected by the variation of the ecological footprint. This study was conducted to answer a scientific question that what is the quantitative relationship between the expansion of the artificial oasis and the degradation of the natural oasis in the arid environments of Xinjiang, China. Thus, based on the social-economic data, water consumption data and meteorological data during 2001–2015, we calculated the water and ecological footprints to express the human-related pressure exerted on the water resources and arid environments in Xinjiang (including 14 prefectures and cities), and explore the relationship between the water and ecological footprints and its mechanism by using the coupling analysis and Granger causality test. The results show that both the water and ecological footprints of Xinjiang increased significantly during 2001–2015, and the increasing rate of the ecological footprint was much faster than that of the water footprint. The coupling degree between the water and ecological footprints was relatively high at the temporal scale and varied at the spatial scale. Among the 14 prefectures and cities examined in Xinjiang, the greater social-economic development (such as in Karamay and Urumqi) was associated with the lower coupling degree between the two footprints. Increases in the water footprint will cause the ecological footprint to increase, such that a 1-unit increase in the consumption of water resources would lead to 2–3 units of ecological degradation. The quantitative relationship between the increases of the water and ecological footprints, together with the intensities of water consumption both in the natural and artificial oases of Tarim River Basin, have approved the fact that the formation and expansion of 1 unit of the artificial oasis would bring about the degradation of 2 units of the natural oasis. These conclusions not only provide a technical basis for sustainable development in Xinjiang, but also offer a theoretical guide and scientific information that could be used in similar arid areas around the world.