Droughts are one of the world’s most destructive natural disasters. In large regions of Africa, droughts can have strong environmental and socioeconomic impacts. Understanding the mechanism that drives drought and predicting its variability is important for enhancing early warning and disaster risk management. Taking North and West Africa as the study area, this study adopted multi-source data and various statistical analysis methods, such as the joint probability density function (JPDF), to study the meteorological drought and return years across a long term (1982–2018). The standardized precipitation index (SPI) was used to evaluate the large-scale spatiotemporal drought characteristics at 1–12-month timescales. The intensity, severity, and duration of drought in the study area were evaluated using SPI–12. At the same time, the JPDF was used to determine the return year and identify the intensity, duration, and severity of drought. The Mann-Kendall method was used to test the trend of SPI and annual precipitation at 1–12-month timescales. The pattern of drought occurrence and its correlation with climate factors were analyzed. The results showed that the drought magnitude (DM) of the study area was the highest in 2008–2010, 2000–2003, and 1984–1987, with the values of 5.361, 2.792, and 2.187, respectively, and the drought lasting for three years in each of the three periods. At the same time, the lowest DM was found in 1997–1998, 1993–1994, and 1991–1992, with DM values of 0.113, 0.658, and 0.727, respectively, with a duration of one year each time. It was confirmed that the probability of return to drought was higher when the duration of drought was shorter, with short droughts occurring more regularly, but not all severe droughts hit after longer time intervals. Beyond this, we discovered a direct connection between drought and the North Atlantic Oscillation Index (NAOI) over Morocco, Algeria, and the sub-Saharan countries, and some slight indications that drought is linked with the Southern Oscillation Index (SOI) over Guinea, Ghana, Sierra Leone, Mali, Cote d’Ivoire, Burkina Faso, Niger, and Nigeria.