The Ningxia Hui Autonomous Region of China (Ningxia) is an important food production area in northwest China severely affected by drought. The Standardized Precipitation Index (SPI) and Standardized Precipitation Evapotranspiration Index (SPEI) were calculated based on monthly meteorological data to explore climate change and variation in drought intensity, duration, frequency, and spatial extent in Ningxia during 1972–2011. Results show that the SPEI is more applicable than the SPI for exploring climate change and drought variation in Ningxia. The Ningxia climate experienced a significant drying tendency. Annual SPEI decreased about 0.37 decade⁻¹ during 1972–2011. Drought was exacerbated by this drying tendency. Regional average duration, maximum duration, intensity, and frequency of drought identified by the SPEI increased by one month, three months, 0.15%, and 36.1%, respectively, during 1992–2011 compared to the period of 1972–1991. The spatial extent of drought identified by the SPEI increased about 14.4% decade⁻¹ in the spring during 1972–2011. Spatially, drought frequency increased from north to south. Average intensity (maximum duration) of drought calculated by the SPEI increased (decreased) northward and southward from the central arid area.