In this study, the spatial and temporal characteristics of rainfall and the risk of meteorological drought based on precipitation data observed in 22 meteorological stations from 1961-2020 across Shanxi province in China were analyzed. Four precipitation indices and modified Mann-Kendall test were used to analyze the patterns and trends of precipitation. Furthermore, the risk analysis for drought duration and severity of meteorological drought were analyzed with entropy copula. Results showed that the precipitation distribution is irregular and precipitation in central northern parts of Shanxi is more concentrated than that in southern Shanxi. The annual and seasonal precipitation concentration showed no significant change in most stations, while the daily precipitation concentration decreased in a few areas. Results also disclose that the number of droughts ranged from 61 to 80 during 1961-2020 and Shanxi tends to dry. The most severe drought event lasts for 27 months and the largest severity is 29.7. The entropy copula is suitable for drought frequency analysis and return period calculation and results indicate that the middle and northern parts of Shanxi are at high risk of drought according to the entropy copula calculated joint return period.