The dry-wet variability in western China and its spatiotemporal structure during the last 4–5 centuries was examined using 24 climate proxies from sediments, ice cores, historical documents, and tree rings. Spatial patterns and temporal evolutions of dryness and wetness were not only extracted from the proxy data using rotated empirical orthogonal function (REOF) analysis for the last 4 centuries, but also for instrumental data in the last 40 years. The leading five REOF modes indicate that 5 dry-wet variation centers exist in western China. Moreover, long-term variability in dryness and wetness is seen on long (centennial) to short (inter-decadal) timescales. An out-of-phase relationship for the inter-decadal variation was observed between the Hetao-upper Yangtze River region and north Xinjiang, indicating influences on dry-wet variations of the East Asian summer monsoon and the westerly winds over the two regions, respectively. A particularly long dry spell was found in the central Tibetan Plateau in the 19th century. A predominance of wet decades in the last 4 centuries was found in the arid and Hetao regions. Three regional dry-wet series with annual resolution in north Xinjiang, the upper Yellow River valley, and the Hetao area were constructed for analyses of the last 500 years. Dry-wet oscillations with periodicities of 16, 50, and 150 years in north Xinjiang, 50 years in the upper Yellow River valley, and 70–80 years in the Hetao region were identified by wavelet analysis. In general, these periods correspond to large-scale oscillations found in the climate system, are mainly related to ocean-atmosphere interaction.