In semi-arid and arid areas, crop growth is mainly limited by low rainfall (mm). Using plastic film-mulched and special soil tillage can be employed to harvest limited rainfall for crop growth so as to assure food production. The objective of this work was to find out how to exploit limited rainfall (mm) to increase yield of proso millet. Effects of different rainfall harvesting systems based on plastic film-mulched in proso millet were managed in semi-arid regions of Loess Plateau in 2010-2012, and soil type that study involved was calciccambisols. The hypothesis was that proso millet could improve growth and yield of proso millet by using rainfall harvesting system. Experiment designed three rainfall harvesting systems based on plastic mulched and no mulching (NM) as a control. A flat plot with no mulching was a control (NM), the width of furrow was 60 cm with 60 cm wide ridge (P60), the width of furrow was 60 cm with 100 cm wide M-shaped ridge (M160), and the width of furrow was 40 cm with 40 cm wide W-shaped ridge (W80). Control plot and systems were laid out in a randomized block design with three replications. Only the ridge was mulched with white plastic film. The results showed as follows: rainfall harvesting systems based on plastic film-mulched could increase water content of topsoil by 19.6%-43%, move up in temperature of topsoil by 0.1oC-2.7oC, improve agronomic traits (P<0.05), and increase yield by 96.8%-115.3% (P<0.05) and WUE by 120.2%-179.3% (P<0.05) compared with those of NM, respectively; “W-shaped” system performed advantage enough among all rainfall harvesting systems, increased water content of topsoil and temperature of topsoil, and separately increased yield and WUE of proso millet by 115.3% and 179.3% compared with those of NM (P<0.05) in three growing seasons; average rate of yield increase of proso millet in all rainfall harvesting systems tended to be quadratic function correlated with the rainfall (mm) (R2=1); rainfall harvesting systems had better effect on improving plant heights at early growing stage of proso millet than those at later growing stage. The hypothesis was supported by these findings that suggested rainfall harvesting systems with plastic film-mulched could improve yield and water use efficiency of proso millet and have affection effectively at early growing stage of proso millet, increasing yield of rainfall harvesting system was limited by abundant rainfall (mm) and had to be suitable for 250 mm-300 mm rainfall of growing seasons for proso millet; “W-shaped” system performed well in semi-arid areas.