Based on monthly precipitation observations collected at 93 meteorological stations in Southwest China from 1996 to 2000, this study investigates the spatial interpolation results with the Inverse Distance Weighting (IDW) and O-Kriging interpolation methods. Firstly, we analyze the spatial autocorrelation and spatial variability character of monthly average precipitation data. Secondly, the IDW and O-Kriging based on three semi-variograms (exponential, spherical and, Gaussian model) are used to spatially interpolate monthly precipitation. Finally, the interpolation results are compared and discussed using the cross-validation method. The conclusions are:(1) Monthly precipitation distribution in Southwest China shows a spatial aggregation feature with high spatial autocorrelation and variation, which favors for the spatial interpolation. (2) Compared to the three semi-variograms used in the O-Kriging interpolation method, the best performance is from the exponential model, while the worst is from the Gaussian model. (3) When the O-Kriging and IDW are used in spatial interpolation of monthly average and maximum and minimum precipitation, the former one perform better than the latter one. The errors between interpolated data and observations overall increase with monthly precipitation magnitude, and the errors from both interpolation methods are obviously reduced after removing the maximum monthly precipitation points. (4) For the study area as a whole, the interpolation effect of the O-Kriging is better than that of IDW, however, this is not true at single sites. There is no absolute optimal method in the spatial interpolation of precipitation for every study area and on all time scales. The optimal interpolation method depends on the actual demands and applications.