Using wavelet analysis, regression analysis and the Mann-Kendall test, this paper analyzed time-series (1959–2006) weather data from 23 meteorological stations in an attempt to characterize the climate change in the Tarim River Basin of Xinjiang Uygur Autonomous Region, China. Major findings are as follows: 1) In the 48-year study period, average annual temperature, annual precipitation and average annual relative humidity all presented nonlinear trends. 2) At the 16-year time scale, all three climate indices unanimously showed a rather flat before 1964 and a detectable pickup thereafter. At the 8-year time scale, an S-shaped nonlinear and uprising trend was revealed with slight fluctuations in the entire process for all three indices. Incidentally, they all showed similar pattern of a slight increase before 1980 and a noticeable up-swing afterwards. The 4-year time scale provided a highly fluctuating pattern of periodical oscillations and spiral increases. 3) Average annual relative humidity presented a negative correlation with average annual temperature and a positive correlation with annual precipitation at each time scale, which revealed a close dynamic relationship among them at the confidence level of 0.001. 4) The Mann-Kendall test at the 0.05 confidence level demonstrated that the climate warming trend, as represented by the rising average annual temperature, was remarkable, but the climate wetting trend, as indicated by the rising annual precipitation and average annual relative humidity, was not obvious.