The drought in the Fenhe River Basin has the characteristics of serious disaster and wide range of influence, which has a great blocking effect on the development of local society economy, so it is of great significance to accurately evaluate the drought situation in the basin. Based on Standardized Precipitation Index (SPI), Standardized Precipitation Evapotranspiration Index (SPEI) and Standardized Runoff Index (SRI), the data were grouped with Tyson polygons. A new comprehensive drought index Comprehensive Index (CI) was constructed by Caussian Copula function. Mann-Kendall trend test was used to test the trend of CI annual series, and the run-length theory was used to extract drought features. It is found that CI can respond well to both hydrological and meteorological droughts. The number of M-K trend series of CI sequence is -3.78. There is a trend towards drought in the upper reaches of the Fenhe River. The intensity of drought in 1970 is the smallest, which is 0.06. Four years from 2013 to 2016 appeared continuous drought, and the maximum intensity is 2.66.