Bacillary dysentery is an infectious disease caused by Shigella dysenteriae, which has a seasonal distribution. External environmental factors, including climate, play a significant role in its transmission. This paper identifies climate-related risk factors and their role in bacillary dysentery transmission. Harbin, in northeast China, with a temperate climate, and Quzhou, in southern China, with a subtropical climate, are chosen as the study locations. The least absolute shrinkage and selectionator operator is applied to select relevant climate factors involved in the transmission of bacillary dysentery. Based on the selected relevant climate factors and incidence rates, an AutoRegressive Integrated Moving Average (ARIMA) model is established successfully as a time series prediction model. The numerical results demonstrate that the mean water vapour pressure over the previous month results in a high relative risk for bacillary dysentery transmission in both cities, and the ARIMA model can successfully perform such a prediction. These results provide better explanations for the relationship between climate factors and bacillary dysentery transmission than those put forth in other studies that use only correlation coefficients or fitting models. The findings in this paper demonstrate that the mean water vapour pressure over the previous month is an important predictor for the transmission of bacillary dysentery.