Deterioration caused by water transport inside the cliff of rock-hewn sites is a long-term challenge to the conservation of wall paintings, sculptures, and the cliff of these precious remains. Yulin Grottoes, which is located in an arid area in Gansu Province, is also suffering similar threats, even the rainwater penetration has been successfully prevented, and the ceiling rock of Cave 6 always becomes patchily moist during rainfall events. We conducted simulated water transport experiments driven by rainfall, temperature, and air pressure, and analyzed the relationship between meteorological data and water content of ceiling rock based on monitoring data from Yulin Grottoes. The conglomerate specimen, which was used in the experiments, was collected from the Yulin area. This study aims to investigate the key influencing factors of water transport inside the surrounding rock of conglomerate grottoes in arid areas. Results show that: air pressure, temperature, and rainfall are the key factors affecting the moisture transport inside the cliff of Yulin Grottoes, and air pressure is the most dominant one. The moisture transport velocity inside the conglomerate specimens positively correlates with the increased gradient of loading factors and negatively correlates with the distance from the loading position. Meanwhile, pore air pressure plays a vital positive role in moisture transport inside the surrounding rocks of Yunlin Grottoes in arid areas during rainfall. This study offers a scientific basis for the prevention and control of water-related damages at Yulin Grottoes and serves as a reference for the conservation studies of similar rock-hewn sites.