The occurrence of drought is related to complicated interactions between many factors, such as precipitation, temperature, evapotranspiration and vegetation. In this study, the relationships between drought and precipitation, temperature, vegetation and evapotranspiration were investigated with a random forest (RF), and a new combined drought monitoring index (CDMI) was constructed. The effectiveness of the CDMI in monitoring drought in Shaanxi Province was verified by the in situ 1 ∼ 12-month standardized precipitation index (SPI); relative soil moisture (RSM) and four other commonly used remote sensing drought monitoring indices. The results show that CDMI is more correlated with the SPI and RSM than the four indices. Moreover, the spatial distributions of drought for the CDMI and RSM are similar. Therefore, the CDMI can be used to monitor droughts in Shaanxi Province, and machine learning can explore the relationships between various factors and establish a drought index without knowledge of the causal mechanisms of these factors. [ABSTRACT FROM AUTHOR]