Based on the monthly maximum frozen soil depth at 68 meteorological stations in Shanxi Province during 1960-2018, the temporal and spatial distribution characteristics of the annual maximum frozen soil depth in Shanxi were studied by using EOF and wavelet analysis methods. The results are as follows: (1) The average annual maximum frozen soil depth at 68 stations in Shanxi during 1960-2018 was 71 cm, the extremely maximum value was 192 cm, and the extremely minimum value was 7 cm. In the past 59 years, the average annual maximum frozen soil depth at 68 stations in Shanxi showed a significantly decreasing trend with a climate tendency rate of -1.394 cm per decade, and it mutated in 1986. (2) The quasi-4-year period of average annual maximum frozen soil depth at 68 stations in Shanxi was detected. (3) The annual maximum frozen soil depth showed a spatial distribution characteristics with shallow in southern and deep in northern Shanxi, shallow in eastern and deep in western Shanxi. (4) The accumulated variance contribution rate of the first two modes of the annual maximum frozen soil depth in Shanxi reached 58.4%. The spatial pattern of the first mode was consistent in the whole province, while that of the second mode was reverse in southern and northern Shanxi.