Under the background of global warming, deep understanding for drought-related index is important. The spatial distributions and trends in annual mean (AM) climatic data, including PAM, ETo,AM, and DIAM in Xinjiang, China, were analyzed. Statistical downscaling model (SDSM) was applied. Future PAM, ETo,AM, and DIAM series were generated and used to analyze their temporal trends, along with the historical climatic data. The results showed that (1) over 1960–2010, DIAM varied greatly and ranged from 1.5 to 479.6. Trends in DIAM decreased significantly. The regional climate turned to be from arid to humid in the past; (2) over 2015–2099, DIAM ranged between 1.9 and 198.5 under A2 scenario and 1.6 and 130.4 under B2 scenario. Trends in DIWR decreased insignificantly under A2 scenario and significantly under B2 scenario, indicating a weak drought stress from the future climate; (3) the modified Mann-Kendal (MKK) test generally decreased the significance of the trends because it considered the limitation of serial autocorrelation. Robust trend test of MMK method was recommended considering its rigor property. In conclusion, the drought in Xinjiang tends to be relieved over 2015–2099 compared to 1960–2010.