Based on the hourly data of air temperature observed from automatic weather stations in Xi’an, the time series of urban heat island (UHI) intensity in the summer and winter of year 2008 were set up. Complex Morlet wavelet transform was employed to analyze the time scale (variation period) structure and characteristics of UHI. And wavelet variance was used to diagnose the oscillation intensity of UHI periods. It was found that the time scale structure of UHI was simple in winter while complex in summer. The primary UHI periods were composed of 24 h and 144192 h in winter and 24 h and 96~120 h in summer. Diurnal and weekly variations of UHI were the dominant UHI periods in Xi’an. For weekly periods, intensive UHI occurred on weekdays, while weak UHI on weekend. Moreover, the causes of the diurnal and weekly periods of UHI were also employed.