Drought characteristics vary substantially among different climatic regions. Here in this study, wavelet analyses are used to characterize drought from monthly precipitation. The precipitation data are obtained from 6 fairly distributed stations across Western Jilin province (in China) for the period from 1957 to 2010. The calculated monthly Standardized Precipitation Index (SPI) is used as a drought index. Morlet wavelet analysis shows multiple time-scales and significant cycles of drought exist in the study area. The cross wavelet approach was applied to see if there was a connection between monthly SPI time series and large scale climate indices, such as NINO3. The result shows that drought occurrence in the region is mainly influenced by medium and long-time climatic factors. However, different factors have degrees of influence at different stations.