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Efficient thermoregulation under diurnal drought stress protects leaves from photosystem damage and water supply–demand imbalance, yet the cool effect and drought avoidance by leaflet closure have not been well understood. We investigated the cool effect and the drought avoidance of leaflet closure in legume species that survived in the semi-arid region facing seasonal and diurnal drought stress. The results showed that leaflet closure effectively cooled down legume leaves through a reduction of projected leaflet area and the cosine of the angle of incidence (cos i). The leaflet closure was strongly dependent on leaf water potential (Ψleaf). In addition, by characterizing the sequence of key leaf drought response traits, we found leaflet closure occurred after stomatal closure and reduced transpiration rate but before hydraulic failure and turgor loss point (Ψtlp). The meta-analysis also showed that the leaflet closure and cos i decreased after the stomatal conductance declined but before midday. These results imply that Ψleaf-dependent leaflet closure as an alternative to transpiration for leaflet cooling down and as a protective drought avoidance strategy assisting sessile legume plants survival under drought stress.