Southwest China is a special region in the context of global climate change. It is crucial to study the climate change in different parts of this region. In addition, it is important to explore the climate change characteristics of the counties in the study area which have benchmark meteorological stations. In this paper, the Rotated Empirical Orthogonal Function (REOF) was chosen to carry out climate regionalization according to annual mean temperature and annual mean precipitation change in Southwest China. Despite that, the Ensemble Empirical Mode Decomposition (EEMD), Bernaola Galvan heuristic Segmentation Algorithm (BGSA) and other methods were used to analyze the spatio-temporal evolution of climate change in subregions of the study area. Here are the results: (1) According to annual mean temperature and annual mean precipitation changes, the temperature and precipitation changes in the study area could be regionalized into three subregions respectively. The spatial boundaries of these two types of subregions were extremely similar, and the southern boundaries of precipitation subregions II and III were much more boarder than those of the temperature subregions II and III. (2) Annual mean temperatures in three temperature subregions have been rising significantly since 1950, and the temperature changes in Sichuan and Chongqing kept pace with global warming. It is worth mentioning that there were several cold areas sporadically distributed in the western Guizhou, the central Guizhou and the northern Yunnan. In terms of precipitation subregions, the spatial and temporal differences of annual mean precipitation were much larger, and the spatial and temporal differences of the interdecadal variation in the precipitation subregions I and II were more prominent than those in the precipitation region III. (3) The ENSO events had a profound influence on the climate change of Southwest China, and these three temperature and precipitation subregions responded differently to it. (4) The convergence of mutational site of annual mean temperature series in the three temperature subregions was strong (which all began around the year 1997), while that of annual mean precipitation series in the three precipitation subregions was relatively weak. (5) The climate warming trends in the three temperature subregions were obvious, especially in the subregions I and II. Regarding to annual mean precipitation, the trends of the precipitation in subregions I and II had certain randomness, the trend of annual mean precipitation in precipitation subregion I may decelerate with slower deceleration, and that in precipitation subregion II may weakly decelerate, while that of subregion III may weakly accelerate.