The compound drought and heat wave has been paid more and more attention and the combined effect is far more than ordinary drought events. The characteristic of the events was explored in Central Asia from 1981 to 2020, based on hourly temperature data and monthly potential evapotranspiration data of the Land Component of the Fifth Generation of European Reanalysis (ERA5-Land) from the European Centre for Medium-Range Weather Forecasts and daily multi-source weighted-ensemble precipitation data. Standardized Precipitation Evapotranspiration Index (SPEI) and daily maximum temperature were calculated to identify the events. The following conclusions were drawn: (1) The spatial distribution of compound drought and heat wave event in Central Asia was not concentrated. The regions with high frequency of the events in the 1980s, 1990s, 2000s and 2010s were mainly distributed in the southeast,north, northwest and west, respectively. (2) In terms of temporal distribution, the general trend of the events had changed from large fluctuation to small fluctuation, and likely to remain stable after 2020. (3) Studying the four typical years of 1984, 1993, 2010 and 2020, it is concluded that the compound drought and heat wave event in Central Asia were mainly concentrated in the southeast in 1984, sporadic occurrences in a few scattered regions in 1993， in the north in 2010 and in the west in 2020.