The related horizontal and vertical propagation characteristics of the Southern Hemisphere Annular Mode (SAM) on the sub-monthly timescales (5-30 days) is studied by employing the NCEP/NCAR reanalysis daily data. The results show that the zonal mean zonal wind anomalies and temperature anomalies propagate horizontally from the Antarctic regions to the middle and high latitudes of the Southern Hemisphere; in the vertical direction, the zonal mean zonal wind anomalies mainly propagate upward, and the temperature anomalies propagate upward in the polar regions and propagate downward in the low latitudes. The characteristics of upward propagation of the sub-monthly SAM signals imply that the tropospheric SAM signals can propagate upward into the lower stratosphere on relative short timescales. And the northward propagation of the sub-monthly SAM signals suggests that the variation of circulation in the Antarctic region leads to the variations in the middle and high latitudes of the Southern Hemisphere. So, the Antarctic signals may have prediction skills to those in middle and high latitudes of the Southern Hemisphere on the timescales from one week to three weeks.