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Understanding the potential connections between climate indices such as the El Niño-Southern Oscillation (ENSO) and Arctic Oscillation (AO) and drought variability will be beneficial for making reasonable predictions or assumptions about future regional droughts, and provide valuable information to improve water resources planning and design for specific regions of interest. This study is to examine the multi-scale relationships between winter drought variability over Shaanxi (North China) and both ENSO and AO during the period 1960–2009. To accomplish this, we first estimated winter dryness/wetness conditions over Shaanxi based on the self-calibrating Palmer drought severity index (PDSI). Then, we identified the spatiotemporal variability of winter dryness/wetness conditions in the study area by using the empirical orthogonal function (EOF). Two primary sub-regions of winter dryness/wetness conditions across Shaanxi were identified. We further examined the periodical oscillations of dryness/wetness conditions and the multi-scale relationships between dryness/wetness conditions and both ENSO and AO in winter using wavelet analysis. The results indicate that there are inverse multi-scale relations between winter dryness/wetness conditions and ENSO (according to the wavelet coherence) for most of the study area. Moreover, positive multi-scale relations between winter dryness/wetness conditions and AO are mainly observed. The results could be beneficial for making reasonable predictions or assumptions about future regional droughts and provide valuable information to improve water resources planning and design within this study area. In addition to the current study area, this study may also offer a useful reference for other regions worldwide with similar climate conditions. [ABSTRACT FROM AUTHOR]