Abstract: In the past 30 years, great progress has been made in the research methods for the past global climate change along with the exploit of new materials. As the good sources of proxy data about climatic change, records about climate in tree rings, stalagmites, lake sediments, ice cores and the historical documents have been collected, distinguished and used by scholars to reconstruct the past climate change such as temperature, precipitation and so on. This paper sums up the research methods of the work in these 30 years and points out: it helps the research methods to go forward, for example, how to get more useful information from high-resolution proxy data more efficiently to reduce the uncertainty in the process and conclusion. Meanwhile, certain kinds of methods can just be applied in certain forms of materials. New data should be exploited and methods of integrative research should be developed to push ahead the research work.