Based on the monthly average temperature and precipitation at Shenyang station during 1951-2016, the multi-scale temporal characteristics of annual average temperature and precipitation anomaly were analyzed by using the ensemble empirical mode decomposition (EEMD) method, firstly. Then, the periods of main intrinsic mode functions (IMFs) of two elements were discussed by using power spectrum analysis method. And on this basis, the series of two elements based on the components of IMFs were rebuilt and compared. The results show that the variation of annual mean temperature was mainly caused by the oscillation of the first two components with high frequency and the trend component of IMFs in Shenyang during 1951-2016, which reflected the periodic changes with quasi-5-year, quasi-7-year, and long-term upward tendency, respectively. The impact of the third component of IMFs with quasi-14-year period on the annual average temperature wasn’t ignorable. In addition, the variations of the fourth and fifth components of IMFs with longer interdecadal time scales were consistent with the trend component after the 1980s, which indicated the obvious increase of temperature in Shenyang after the 1980s. The variation of annual precipitation series was mainly caused by the high-frequency oscillations of the first two components of IMFs with quasi-3-year and quasi-5-year periods, respectively, while the trend component with quasi-64-year period of annual precipitation reflected the trend change with the decrease initially and followed by the increase before and after the 1980s in general. Compared with the temperature series, the contribution of interdecadal and long-term trend change to the precipitation series was limited.