The standardized precipitation evapotranspiration index(SPEI)at different time scales was calculated to quantify the dry-wet variation by using the CRU TS 4.0.3 gridded data over 1963-2018. The methods such as Mann-Kendall non-parametric test and wavelet power spectrum were used to analyze the changing trend and periodic characteristics of wet and dry indexes. The results showed that Xinjiang showed a transition from drought to humid around 1988; The overall trend of change was mainly upward, only in the southwest and southeast parts of Xinjiang showed a downward trend; In different time scales, the SPEI of wavelet power spectrum and its changing period are basically the same, with strong oscillation energy regions concentrated in 2-4 a and 8-16 a in the 1980s and 1990s.