Abstract: Drought is the natural hazard poorly understood so far due to various mechanisms behind. Moreover, disastrous effects of drought on human society necessitate accurate forecasting of drought behaviors. In this case, to improve forecasting of drought in the Pearl River basin, a trivariate copula model has been developed and used to include the El Nino Southern Oscillation (ENSO), North Atlantic Oscillation (NAO), Indian Ocean Dipole (IOD) and Pacific Decadal Oscillation (PDO) into model structure of Markov chain. The Standardized Precipitation Evapotranspiration Index (SPEI) has been used to monitor the drought in this study. Comparison with the preliminary correlation analysis between each month climate index and SPEI series indicated that the trivariate copula performs satisfactorily well in evaluation of influences of climate indices on the transition probabilities of drought. It is considered that the region with the negative vertical velocity is dominated by more precipitation and vice versa. Moreover, field patterns of 500 hPa vertical velocity anomalies related to each climate index have further corroborated the influences of climate indices on the drought behaviors. Besides, the mean extreme drought durations under different conditions of each climate index have also been investigated in this study. Results indicated that the mean extreme drought duration tends to be longer in the western part of the Pearl River basin during positive phase of ENSO while tends to be shorter during the positive phase of NAO and vice versa; in the central part of the Pearl River basin, the mean extreme drought duration tends to be shorter during the positive phase of ENSO, NAO and PDO while tends to be longer during the positive episode of IOD, and vice versa; in the eastern part of the Pearl River basin, the mean extreme drought duration tends to be shorter during the positive episode of ENSO and PDO, and vice versa. This study sheds new light on transitional behaviors of droughts as a result of influences from climate indices.