Extreme climate events are frequently occurred due to global climate change. The paper chose the relevant indexes which describe extreme climate event and used Mann-Kendall trend test method to analyze extreme climate indexes in Shenzhen from 1953 to 2012. The results show that the precipitation frequency and extreme precipitation in Shenzhen presented the change law of ups and downs.The extreme precipitation of four seasons concentrated in the summer, the annual and seasonal precipitation had no obvious change tendency.The change of extreme temperature in Shenzhen is significant and stable, the extreme high temperature events continuously increase, the extreme low temperature events continuously decrease, and the trend is notable,the temperature difference of same season is greater, and the difference appears a significant increase trend.