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Hydroclimatic change across China has received considerable attention due to its vital significance for regional ecosystem stability and economic development, yet the spatiotemporal dynamics of its nonlinear trends and complexity have not been fully understood. Herein, the spatiotemporal evolution of Dai’s self-calibrating Palmer drought severity index (scPDSI) trends in China during the period from 1951 to 2014 is diagnosed using the ensemble empirical mode decomposition (EEMD) method. A persistent and noticeable drying has been identified in North and Northeastern China (NNEC) since the 1950s. Significant wetting in the north of the Tibetan Plateau (TP) and the south of the western parts of Northwestern China (WNWC) started sporadically at first and accelerated until around 1980. A slight wetting trend was found in Southwest China (SC) before 1990, followed by the occurrence of a dramatic drying trend over the following decades. In addition, we have found that the scPDSI variations in WNWC and the TP are more complex than those in NNEC and SC based on our application of Higuchi’s fractal dimension (HFD) analysis, which may be related to complex circulation patterns and diverse geomorphic features.