Changes in rainfall play an important role in agricultural production, water supply and management, and social and economic development in arid and semi-arid regions. The objective of this study was to examine the trend of rainfall series from 18 meteorological stations for monthly, seasonal, and annual scales in Shanxi province over the period 1957–2019. The Mann–Kendall (MK) test, Spearman’s Rho (SR) test, and the Revised Mann–Kendall (RMK) test were used to identify the trends. Sen’s slope estimator (SSE) was used to estimate the magnitude of the rainfall trend. An autocorrelation function (ACF) plot was used to examine the autocorrelation coefficients at various lags in order to improve the trend analysis by the application of the RMK test. The results indicate remarkable differences with positive and negative trends (significant or non-significant) depending on stations. The largest number of stations showing decreasing trends occurred in March, with 10 out of 18 stations at the 10%, 5%, and 1% levels. Wutai Shan station has strong negative trends in January, March, April, November, and December at the level of 1%. In addition, Wutai Shan station also experienced a significant decreasing trend over four seasons at a significance level of 1% and 10%. On the annual scale, there was no significant trend detected by the three identification methods for most stations. MK and SR tests have similar power for detecting monotonic trends in rainfall time series data. Although similar results were obtained by the MK/SR and RMK tests in this study, in some cases, unreasonable trends may be provided by the RMK test. The findings of this study could benefit agricultural production activities, water supply and management, drought monitoring, and socioeconomic development in Shanxi province in the future.