The Nearest Neighbour Method (NNM) is a data-driven and non-parametric scheme established on the similarity characteristics of hydrological phenomena. One of the important parts of NNM is to choose a proper distance measure. The Euclidean distance (EUD) is a commonly used distance measure, which represents the absolute distance of a spatial point and is directly related to the coordinate of the point, but is not sensitive to the direction of the feature vector. This paper used the cosine angle distance (CAD) for the similarity measure, which reflects more differences in the direction, and compared it to EUD. This technique is applied to annual runoff at YiChang station on the Yangtze River. The results show the NNM with CAD has a better performance than that of EUD.