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Mud volcanoes are significant indicators of neotectonic activity and have important research significance. Mud volcanoes can not only be used as an important index for the long-term evaluation of oil and gas fields but are also an important symbol for locating gas hydrates in the seabed. Additionally, the eruption of mud volcanoes will affect drilling, pipe laying, and other projects, and the eruption of large amounts of methane gas can also cause greenhouse effects and climate change. The trigger mechanisms of mud volcanoes have always been a focus of debate among geologists. In recent years, many scholars have argued that mud volcanoes are triggered by earthquake activity. However, the stress and strain caused by earthquakes and their control mechanisms on the eruption of mud volcanoes still require further study. This paper is based on the calculated results of static stresses caused by the M5.5 Wusu earthquake of May 2, 1995, the M5.4 Shawan earthquake of January 9, 1996, the M5.3 Shihezi earthquake of February 14, 2003, and the M6.3 Xinyuan-Hejing earthquake of June 30, 2012, on the Horgos, Dushanzi, Aiqigou, and Baiyanggou mud volcanoes distributed in the southern margin of the Junggar Basin, NW China. The calculated static stresses, the earthquake response characteristics of these four groups of mud volcanoes, and the continuous observational data of the Horgos mud volcanoes showed that static stresses from these earthquakes did not reach the triggering threshold, though the mud volcanoes exhibited a good relationship with earthquakes. We speculate that static stress may not be the main triggering mechanism for the mud volcanoes and that the mechanisms of earthquake triggering may be divided into two types: (a) For a mud volcano in a critical state before an earthquake, dynamic stress changes may trigger eruption of the mud volcano by increasing permeability and mobilizing magma; (b) for mud volcanoes that have not yet reached the critical eruption state before an earthquake, both static and dynamic stresses play roles in their activities.