The conventional univariate drought index is not generally applicable to all cases; however, the multivariate drought index has the disadvantages of strong subjectivity and contingency when weighting. In view of this, four typical univariate drought indices were selected to construct the comprehensive drought index MHDI, which can characterize both the meteorological drought and hydrological drought, using entropy weight, fuzzy evaluation and empirical weighting. The results show that MHDI can effectively identify typical drought events and extreme drought events in the Weihe River Basin. The drought of the basin showed an upward trend with fluctuations on the intergenerational scale, which reached the maximum in the 1990s; on the interannual scale it showed a drier trend year by year, in which the Jinghe River Basin, the middle reaches of the Weihe River and the lower reaches of the Weihe River played primary roles; on the annual scale，the drought characteristics was significant in spring and autumn, among which April and November were the driest. In 2010-2020, the calculation results of the Hurst coefficient of MHDI in all the sub basins were all less than 0.5, indicating that the drought of the basin would be alleviated to some extent. The research findings can provide a reference for the industrial and agricultural production in the Weihe River Basin.