Water is an important factor for eco-environmental construction. Eco-environmental construction has a great impact on water. There is a circular correlation between eco-environmental construction and water. Water resource is lack and loss of soil and water is serious in the loess hilly and gully regions. The regions are the main regions of eco-environmental construction, especially of vegetation restoration and rehabilitation. It is important studying the relationship between water and eco-environmental construction in the regions. According to the data in Yanhe River watershed, some conclusion are demonstrated: 1. More water resource was demanded when population was increasing rapidly and economy was developing fleetly. Water for eco-environmental construction was threatened directly. 2. Eco-environmental construction, especially the built vegetation decreased the runoff. The dried soil layers have appeared in some places. 3. Shortage of water resource limited the farther tree and grass planting and brought on some negative impacts. Small aged trees have appeared in some places. The eco-environmental benefits of the built vegetation have been influenced. On the basis of relationship between water and eco-environmental construction, some advice for sustainable use of water resource, sustainable construction of eco-environment and sustainable development of society and economy was given.