Based on R/S analysis on mean temperature,water vapour pressure,relative humidity and sunshine percentage in winter(January),summer(July)and annual mean from 1951 to 1997 in Lanzhou city,the Hurst exponents of all the targets are beyond 0 5,which indicate that all the targets have evident Hurst phenomena.The results show that climate changes have a trend component and a persistent urbanization calefaction in the past 47 years in Lanzhou.The difference of the Hurst exponents among January,July and annual mean is considered to be the result of different intensity of urbanization climate effect on season in Lanzhou.