In the winter of 2009 to 2010, a rare severe drought struck Yunan Province. This severe drought is due to the lack of rainfall for a long period. The statistical features of the atmospheric circulation and the sea surface temperature for anomalous precipitation in winter over Yunan Province are studied. Furthermore, the severe drought in the winter of 2009 to 2010 is analyzed. Study shows that the occurrence of this severe drought is related to the anomalies of the atmospheric circulation systems in the westerly belt. Positive height anomalies control Lake Baikal and negative height anomalies are sustained over the coastal areas of East Asia, which weakens the northwesterly and force of cold air from the north. Thus cold air can not southward extend into Yunan Province. Especially the Middle East jet stream is weakened. Because a high pressure ridge develops from East Europe to the Caspian Sea, the perturbations of the westerly belt could hardly reach East Asia. Over the Tibetan Plateau there is a high pressure ridge, which leads to the dry northwesterly prevails over Yunan Province. Although the sea surface temperature anomalies in the Pacific can influence the winter precipitation over Yunan Province, it does not give cause for the drought in winter of 2009 to 2010.