In Benin, drought refers to a meteorological disaster that causes insufficient soil moisture and has adverse consequences on agriculture, the environment, and food security. However, to better understand the evolution of drought, the Mann–Kendall trend test, and comparative statistical evaluation of drought indices were applied in this paper. To achieve this objective, firstly, this article used daily precipitation, temperature, and relative humidity data from the National Meteorological Agency of Benin (NMAB) to calculate the standardized precipitation index (SPI), the standardized evapotranspiration of precipitation (SPEI), and used the Mann-Kendall trend test to quantify the importance of characteristic drought trends in the three (03) zones of Benin at different time scales. Then, we performed a statistical and comparative evaluation of SPI and SPEI based on Pearson's correlation coefficient, and cross-wavelet transform, to identify the strengths of SPI and SPEI. The results showed that (1) as the time scale increased, the temporal variations of the SPI and SPEI were increasingly consistent across all 3 areas of Benin; but there remains a difference between SPI and SPEI; (2) the drought trends identified by the SPI and the SPEI in certain areas of Benin were quite different. In Zone 2 (Central Benin), SPI showed an insignificant decreasing trend (P > 0.05), while SPEI showed a significant decreasing trend (P < 0.05) on all time scales. In Zone 3 (northern Benin), SPI showed a significantly increasing trend (P < 0.05) except for SPI-1, while SPEI showed a significantly decreasing trend except for SPEI-12. (3) the two indices (SPI/SPEI) show a strong correlation with each other; (4) Compared to the drought index (SPI/SPEI) and the standard relative humidity indices (SRHI), the SRHI-3 and SPEI-3 gave the largest correlation coefficient (r = 0.5), The SPEI could be more appropriate than SPI for monitoring drought in Benin. It should be noted that the adaptability of SPI and SPEI may be different across periods and regions.