The nonstationary characteristics caused by significant variation in hydrometeorological series in the context of climate change inevitably have a certain impact on the selection of an optimal gauging network. This study proposes an entropy-based, multi-objective, rain gauge network optimization method to facilitate the design of a 43 stations-based network in Huaihe River Basin (HRB), China. The first goal of this study is to improve the accuracy of gauge-related information estimation through the selection and comparison of discretization methods. The second goal of this study is to quantify the impact of trend-caused nonstationarity on optimal network design using the sliding window method. This study compares the divergence of three kinds of discretization methods, including the floor function-based approach, Scott’s equal bin width histogram (EWH-Sc) approach, and Sturges’s equal bin width histogram (EWH-St) approach. The matching degree of the variance and marginal entropy of the observed series is computed to select the most suitable of the above three discretization methods. The trend-caused nonstationarity in 75% of all stations in the HRB could definitely influence the final results of the optimal rain-gauge network design using the sliding window method. Therefore, in future studies of rain-gauge network optimization, it is necessary to carry out uncertainty research according to local conditions in view of climate change and human activities.