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Drought has become an important threat to industrial and agricultural production and human activities in Central Asia. Using the Standardized Precipitation Evapotranspiration Index (SPEI), we explored the spatial and temporal patterns of dry and wet changes in Central Asia from 1930-2014. The Mann-Kendall trend test and empirical orthogonal function analysis were used to analyze the characteristics of drought in the interannual and seasonal scales. The results showed that the interannual SPEI index in Central Asia presented a distinct phased feature, in the late 1930s, 1970s and 1990s, three consecutive periods of drought occurred. Seasonal SPEI presented different characteristics, with no obvious drying trends in spring and summer. Autumn and winter showed a wet trend. While an obviously wetting tendency has been detected for the winter season, it started in the mid-1950s. Spatially, drought frequency is 42.87% over the entire region of Central Asia from 1930 to 2014. Kyrgyzstan and Tajikistan are wet relative to other countries in Central Asia, with the frequency of drought occurring at 41.6% and 41.9%, respectively; lower than the average frequency of drought in Central Asia. The average frequency of drought in Kazakhstan is 43.1%. Droughts frequently occur in the central and southern parts of Kazakhstan, with the frequency of drought reaching 46.76%. Droughts hardly occur in eastern of Kazakhstan, as well as in the northeastern region. Turkmenistan and Uzbekistan are the two driest countries in Central Asia, especially in the desert region. The frequency of drought was 50.68% and 47.64% respectively.