Based on the normalized high-resolution climatic proxy data, high-order moment method is used to detect the climate extreme anomalies in recent 2000 years in this paper. Combining with filtering method to extract the dominant components at physical backgrounds from the normalized data, we analyzed the information and examined the contributions of each component of the climate extreme events. The results show that: 1) On the timescale of more than 100 years, climatic oscillation with the period of about 1000 years may exits; besides, the 20th century witnessed the most active climate extreme anomalous phenomenon in recent 2000 years, so it may correspond to an active period of climate extreme anomaly phenomenon. 2) On 20—60year timescale, climate extreme anomaly phenomenon in the period of A.D. 300—1100a is relatively distinct and that in time span of A.D.1100—1980a is comparatively mitigative. Possibly, this level makes no considerable contribution to the climatic anomaly of 20th century. This level and the century scale both reflect that for climatic change in recent 2000 years, the year around A.D. 1100a maybe the key period of climate transition. 3) On the interannual timescale (less than 20years), the years of occurrence of climatic extreme anomalies reflected in Beijing Shihua cave stalagmite proxy records has good correspondence with that of the E1 Ni?o or La Ni?a events (in this paper, only the period of 1960—1980a was considered). 4) high-order moment method has a good prospect in detecting the climatic extreme events.