To explore the construction mechanism of shrub communities in Alxa Desert, we quantified the phylogenetic structure of each assemblage in Alxa Desert using net relatedness index (NRI) and analyzed the variation pattern of NRI along longitude and latitude gradient and the relationship between NRI and soil factors and hydrothermal factors. The results were as follows: (1) the shrub communities in the southeast of Alxa plateau were mainly phylogenetically overdispersed, and in contrast, the shrub communities in the west and north of Alxa plateau were mainly phylogenetically clustered. (2) NRI of the shrub communities in Alxa Desert decreased with increasing longitude and decreasing latitude. (3) In Alxa Desert, the soil texture, soil bulk density, soil pH value and soil organic carbon content had no significant influence on the phylogenetic structure of the shrub communities. Annual precipitation and temperature annual range (The difference of the extreme maximum temperature and extreme minimum temperature) were the most correlated factors with the phylogenetic structure of shrub communities in Alxa Desert among the precipitation factors and temperature factors, respectively. Annual precipitation was negatively correlated with NRI, and temperature annual range was positively correlated with NRI. The extreme maximum temperature and extreme minimum temperature showed significant correlation with NRI. Based on these analyses, we speculated that temperature annual range influenced the phylogenetic structure of shrub communities through the extreme minimum temperature and extreme maximum temperature. Studies showed the shrub communities in the southeast of Alxa plateau were mainly affected by interspecific competition and the shrub communities in the west and north of Alxa plateau were mainly structured by environmental filtration, and that the phylogenetic structure of shrub communities in Alxa Desert were mainly affected by annual precipitation and the extreme temperatures.