The change of natural environment and enhanced human activities have a certain impact on the spatio-temporal distribution and variations of water resources in Shaanxi Province. In this study, the empirical mode decomposition (EMD), M-K test, wavelet transform and spatial autocorrelation analysis are combined to analyze the spatio-temporal distribution and variations of water resources in Shaanxi Province from 1994 to 2021 on different spatial scales. The results show that the total water resources and surface water resources in Shaanxi Province showed a non-significant growth trend as a whole, which first decreased then increased. The abrupt change of water resources trend occurred around 2004, mainly in a 6-year and 16-year cycle. The amount of groundwater resources showed a downward trend, with three cycles. On the zoning scale, northern Shaanxi presented a unique variation pattern, whereas the rest of the zones were consistent with the provincial water resources. On municipal scale, the distribution and variations of water resources in Yan’an City was quite different from the other cities, which mainly exhibited a difference from east to west. The distribution of water resources in Shaanxi Province was characterized by spatial agglomerations, with high value agglomerations in southern Shaanxi and low value agglomerations in Guanzhong and northern Shaanxi, and the degree of agglomeration kept increasing. Exploring the temporal and spatial distribution and variation characteristics of water resources can provide a scientific basis for water resources security in the study area, also promote ecological protection and high-quality development of the Yellow River Basin.