The sensitivity of Earth's climate to an external radiative forcing depends critically on the response of water vapor. We use the global cooling and drying of the atmosphere that was observed after the eruption of Mount Pinatubo to test model predictions of the climate feedback from water vapor. Here, we first highlight the success of the model in reproducing the observed drying after the volcanic eruption. Then, by comparing model simulations with and without water vapor feedback, we demonstrate the importance of the atmospheric drying in amplifying the temperature change and show that, without the strong positive feedback from water vapor, the model is unable to reproduce the observed cooling. These results provide quantitative evidence of the reliability of water vapor feedback in current climate models, which is crucial to their use for global warming projections.