This paper examines the changes in the time series of water discharge and sediment load of the Yellow River into the Bohai Sea. To determine the characteristics of abrupt changes and multi-scale periods of water discharge and sediment load, data from Lijin station were analyzed, and the resonance periods were then calculated. The Mann-Kendall test, order clustering, power-spectrum, and wavelet analysis were used to observe water discharge and sediment load into the sea over the last 62 years. The most significant abrupt change in water discharge into the sea occurred in 1985, and an abrupt change in sediment load happened in the same year. Significant decreases of 64.6% and 73.8% were observed in water discharge and sediment load, respectively, before 1985. More significant abrupt changes in water discharge and sediment load were observed in 1968 and 1996. The characteristics of water discharge and sediment load into the Bohai Sea show periodic oscillation at inter-annual and decadal scales. The main periods of water discharge are 9.14 years and 3.05 years, whereas the main periods of sediment load are 10.67 years, 4.27 years, and 2.78 years. The significant resonance periods between water discharge and sediment load are observed at the following temporal scales: 2.86 years, 4.44 years, and 13.33 years. Water discharge and sediment load started to decrease after 1970 and has decreased significantly since 1985 for several reasons. Firstly, the precipitation of the Yellow River drainage area has reduced since 1970. Secondly, large-scale human activities, such as the building of reservoirs and floodgates, have increased. Thirdly, water and soil conservation have taken effect since 1985.