Droughts are an inevitable consequence of climate variability and are pervasive across many regions. Their effects can vary on an extensive scale, depending on the type of drought and people's vulnerability. Crucial characteristics of both hydrological (groundwater, streamflow) and meteorological (precipitation) droughts are related to their durations and severities, and these characteristics are typically correlated. While many studies have addressed the dependencies between these characteristics for either the meteorological or hydrological drought, the cross-dependence between meteorological and hydrological drought characteristics is barely investigated. The development of meteorological drought characteristics to hydrological drought characteristics is often hard to model and their connection is not definitively established. In order to better understand and explain this relationship, this study seeks to apply statistical tools and models. Drought characteristics data from areas in Europe with different climates are analysed. Two approaches of identifying related meteorological and hydrological drought are explored and compared. Classical linear correlation techniques do not provide promising results, indicating that any statistic of a hydrological drought is not a straightforward function of a preceding meteorological drought. Subsequently, the application of the concept of copulas to explore this dependence between meteorological and hydrological drought characteristics is investigated. The more comprehensive approach of copulas shows that the meteorological drought contains probability information of the successive hydrological drought. Editor Z.W. Kundzewicz Citation Wong, G., van Lanen, H.A.J., and Torfs, P.J.J.F., 2013. Probabilistic analysis of hydrological drought characteristics using meteorological drought. Hydrological Sciences Journal, 58 (2), 253–270.