The standardized precipitation index (SPI) and standardized soil moisture index (SSI) were used to calculate monthly precipitation and soil moisture in Guizhou Province from 1980 to 2020. Based on the run-length theory, transmission response rate (Rr) and state transition probability matrix, the changes of agricultural and meteorological drought characteristics and their response relationship were investigated. The results showed that: (1) The duration and intensity of agricultural drought in Guizhou Province were longer than that of meteorological drought, and the spatial variation of drought duration was more significant than that of meteorological drought, but the intensity of drought was single. (2) At the seasonal scale, the response of agricultural drought to meteorological drought was most sensitive in spring, followed by summer and autumn, and weak in winter. Under different geomorphic types, the response degree was higher in semi-karst low mountain in spring and winter, in peak cluster valley in summer, and in non-karst area in autumn. Under different cutting depths, Rr was higher with the deeper surface cutting in spring and autumn. The opposite was true in summer and winter. (3) During 1980s—2010s, different geomorphic types had different degrees of probability transition, in which the seasonal transition was active and low in spring and winter, and the transition was mainly "low to high" in summer and autumn. The transition probability was low in summer and high in autumn. At different cutting depths, the shallow cutting depth and the deepest cutting depth had low transfer activity and high probability in each season, while the other cutting depths had active transfer but low probability.