In order to study the characteristics and trend of climate change in Xiaoyi city of Shanxi province, this paper uses the Mann-Kendall test, the sliding T test and the Morlet wavelet transform to forecast the trend of climate elements in Xiaoyi city from 1975 to 2015, using the mutation test, cycle analysis and development trend prediction. Results are as follows: In the past 40 years, the average temperature had significantly upward trend and long period of 32 and 9 years while the mutation occurred in 1996. The precipitation had non-significant downward trend and long period of 32 and 6 years while the mutation occurred in 1990. The annual evaporation had significantly upward trend and long period of 32 and 10 years while the mutation occurred in 1997. The annual average relative humidity had significant downward and long period of 15 and 32 years while mutation occurred in 1982 and 2003. Climate changed from cool-humid to warm-humid to warm-dry from 1975 to 2015 and it is predicted that the climate would change from cool-humid to warm-dry from 2017 to 2030 in Xiaoyi city.