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Water resource availability is one of the primary limiting factors with regard to ecosystems in the western China. Having a clear understanding of multi-scale drought patterns in this region is a key step for adaption and mitigation to climate change. The Palmer drought severity index (PDSI) is a widely applied index to assess drought conditions. In this study, long-term monthly self-calibrated PDSI data from 1951 to 2012 were examined for drought spatiotemporal variations in the western China. The results clearly indicated that apparent spatial heterogeneities were evidenced between two sub-regions (arid land with annual precipitation less than 200 mm and semiarid land with annual precipitation between 200 to 500 mm) as well as in the entire region of the western China. Ensemble empirical mode decomposition (EEMD) analyses on monthly PDSI and other atmospheric variable time-series obtained from the Department of Civil and Environmental Engineering, Princeton University revealed that all monthly time-series of variables could be completely decomposed into eight intrinsic mode functions (IMFs) and a trend (residual). This indicates that the monthly PDSI and atmospheric variables of the semiarid area in the western China contain eight quasi-period oscillations on various timescale spanning, seasonal to decadal cycles and a trend of a larger timescale from 1951-2012. The multi-scale drought patterns identified in this research could be powerful supports for decision-making regarding coping with droughts in this region.