Global warming is increasing the frequency and intensity of extreme weather events around the world. The extreme climate in plateau and mountainous areas is sensitive and fragile. Based on the software Rclimdex 1.0, the spatio-temporal variation characteristics of 27 extreme climate indices at 120 meteorological stations were calculated in Yunnan from 1960 to 2019. The results show that the extreme temperature is rising, and the warming rate at night is higher than that in the daytime. It showed a trend of warming and drying, and precipitation was concentrated into more intense bursts. Extreme temperature cold indices (TX10p, TN10p, FD0, ID0, and CSDI) were negatively correlated with extreme precipitation indices (R × 5day, PRCPTOT, R10 mm, R20 mm, and R25 mm). Extreme temperature warmth indices (TX90p and TN90p) were positively correlated with extreme precipitation indices (R × 5day, CWD, PRCPTOT, R10 mm, R20 mm, and R25 mm). The change rate of extreme temperature does not increase linearly with altitude. The increase in middle-altitude and high-altitude areas is higher than that in low-altitude areas. Compared with ENSO and AO, NAO is a vital circulation pattern affecting the extreme climate in Yunnan. The influence of NAO on Yunnan’s extreme climate indices is most significant in the current month and the second month that follows. NAO was negatively correlated with extreme temperature warm indices (TN90p, TX90p, SU25, and TR20). NAO positively correlates with the extreme cold temperature indices (TN10p and TX10p). Except that ENSO has a significant effect on CDD, the effect of the general circulation patterns on the extreme temperature indices was more significant than that on the extreme precipitation indices in Yunnan. The results of this study are helpful to further understand and predict the characteristics of extreme climatic events and the factors affecting their geographical locations and atmospheric circulation patterns in Yunnan.