Soil moisture controls the water and heat exchange between the land and atmosphere, and has mutual feedback effects with climate. To reveal the relationship between soil moisture and climate in Southwest China, this study analyzed the spatial-temporal regularity and correlation of soil moisture with precipitation and temperature, using linear tendency estimation and partial correlation, respectively, based on 39-year GLDAS data, and determined the spatial distribution and seasonal characteristics of soil moisture memory (SMM). The main conclusions were as follows:(1) from 1979 to 2017, the annual average soil moisture in the surface layer (0-10 cm) of Southwest China showed a significant decreasing trend (P < 0.001), the climatic tendency rate was 0.7 kg/m²/10 a, the annual precipitation showed no significant increasing trend, but the annual average temperature showed a significant increasing trend (P < 0.001); (2) under the multi-year average condition, the spatial pattern of soil moisture in the surface layer was opposite to that in the deeper layer (10-40, 40-100, 100-200 cm), and the soil moisture in the middle layer (10-40, 40-100 cm) was the highest; (3) pixel-based partial correlation coefficients show that soil moisture in the study area is generally more closely related to precipitation, and are positively correlated, but at a depth of 0-10 cm, the correlation was not significant in some areas; (4) SMM in Southwest China was mainly 60-90 days, the mean SMM of the study area was the longest in summer, followed by winter and spring, and the shortest in autumn; meanwhile, compared with other SMM depths, soil moisture at a depth of 0-10 cm was more representative for long-term climate prediction in Southwest China. The results from this study could provide a reference for the study of land-air interaction, climate prediction, and model assessment in Southwest China.