Anthropogenic global warming is exacerbating the frequency and severity of extreme droughts, reinforcing cascading effects across sectors and increasing the urgency of research on the systematic risks associated with droughts. Current research on cascading droughts is predominantly constrained to examining the temporal delay response of cross-sectoral droughts within single characterized regions or climate zones. The dynamic spatio-temporal migration of cross-system cascading drought chains across multiple climate zones remains unexplored. In this study, we rely on the highly precise event-by-event link between multiple types of droughts and make the first attempt to investigate the dynamic spatio-temporal migration trajectory of cross-system cascading droughts across multiple climate zones in Central Asia, including arid desert (AD), arid steppe (AS), temperate (T), cold (C) and alpine (Alp). The results capture for the first time the apparent spatial aggregation state of cascading drought events in the three climate zone combinations AD+AS, AD+AS+C+Alp, and AD+AS+Alp. The transition zone, from the alpine to the arid desert (AD+AS+C+Alp), represents a climate zone combination with the highest systematic drought risk zone, marked by the highest occurrence of the four-system cascading drought event involving droughts of precipitation, evaporation, runoff, and soil moisture. The typical cascading drought pattern shows that the hotspot gradually moves away from the Alp and C to AD and AS climate zones, implying the effect of the interplay between different climate zones on drought evolution. Our findings recommend that early warnings of systematic drought risk should not be limited to temporal links alone but should include both spatial and temporal aspects.