We have assembled the historical variability data of Mrk 421 at radio 15 GHz, X-ray and γ-ray bands, spanning about 6.3, 10.3 and 7.5 yr, respectively. We analyzed the variability by using three methods. The results indicated that there is a period of 287.6 ± 4.4 days for 15 GHz, 309.5 ± 5.8 days for X-ray and 283.4 ± 4.7 days for γ-ray, respectively. This period can be reasonably explained by the nonballistic helical motion of the emitting material. The correlation analysis suggested that the variabilities of radio 15 GHz, X-ray and γ-ray are remarkable correlated, and the emission of radio 15 GHz lags behind that of X-ray, and the X-ray flux lags behind the γ-ray. This suggests that the γ-ray derives from inverse Compton (IC) scattering of the synchrotron photons, supporting the synchrotron self-Compton (SSC) model. Moreover, the time delay between different wavebands could be explained by the shock-in-jet models, in which a moving emission region produces the radio to γ-ray activity, implying that the emission region of γ-ray is closer to the center than ones of X-ray and radio emission.