Based on daily observations in 125 stations of Yunnan from 1961 to 2008, the threshold values of extreme heat,extreme cold and extreme heavy rainfall events have been defined with percentile method. The change of extreme heat,extreme cold and extreme precipitation and their possible relationship with the climate warming has been analyzed. The results show that the intensity distribution of extreme heat threshold greater than 36 ℃ located in the low altitude of Jinsha River valley, the Red River Valley and the part of valley area of Zhaotong and Xishuangbanna. Extreme high frequency in most areas of Yunnan exibits obvious feature in term of decadal time. The center of extreme cold threshold less than - 10 ℃ concentrates in the northern Diqing. Extreme cold frequency in most areas of Yunnan tended to decrease significantly. The three centers of extreme rainfall threshold more than 40 mm concentrates in the south of Yuxi and Honghe, south of Puer and southern Qujing. A consistent positive correlation has been exposed between the annual average temperature and extreme heat frequency. A significant negative correlation has been revealed between the annual average temperature and extreme low temperature frequency. The correlation between extreme precipitation frequency and the annual average temperature is not obvious.