Recently, ensemble empirical mode decomposition (EEMD) method has been developed for non-linear and non-stationary signal analysis. The method can work on nature signals (non-linear and nonstationary signals) and reduce the speckle noise. With the EEMD method, the signal is decomposed into several intrinsic mode functions (IMFs) and the frequencies of IMFs are arranged in decrease order (high to low) after the EEMD processing. The scaling mode of the EEMD method is similar to wavelet transform, but the signal resolutions in different frequency domains do not decrease by down-sampling. There are a large population and a developed economy in Weihe watershed, the disasters of droughts and floods caused by the autumn precipitation (here is precipitation in September and October) less or more than normal cause great loss and serious influence. In this paper, we propose the EEMD method to decompose the autumn precipitation series in the Weihe river basin during last 50 years into several IMFs, then extract the information including in the precipitation series and get the characteristics of multi-scales. The result shows that it is well response to the autumn precipitation series in the Weihe river basin and to the abrupt climate change in late 1970s and early 1980s of last century. The response appears earlier for high time scales than for low time scales In addition, the expression of the response for high time scales is the form of variability, but it is the amplitude of variability for low time scales.