Drought is a complex extreme climate event that typically originates from anomalous atmospheric precipitation and progressively propagates through hydrological, agricultural, and ecological systems, subsequently causing more severe impacts. Therefore, elucidating the propagation mechanisms among different types of droughts is crucial for enhancing drought early warning capabilities and achieving coordinated regulation across multiple systems. This study focuses on the Yellow River Basin (YRB) as the research area and, based on a multi-source dataset spanning 1982–2018, systematically investigates the propagation characteristics and spatiotemporal structure of meteorological drought to hydrological, agricultural, and ecological droughts from the perspective of drought events. This is achieved through the integrated application of run theory and an optimized drought migration model. The results indicate that in the YRB, the propagation time of droughts shows that hydrological drought occurs earlier than agricultural and ecological droughts. The drought propagation process in the YRB exhibits two typical patterns: a “high-frequency and fast-response” type and a “low-frequency and slow-response” type, corresponding respectively to regions with strong meteorological forcing and areas with greater soil water retention capacity or significant human regulation. The three-dimensional spatiotemporal propagation pathways of typical years further reveal that meteorological droughts in the YRB occur frequently and expand rapidly. The hydrological droughts exhibit strong accumulation and persistence, with a response process markedly more pronounced than that of agricultural and ecological droughts, displaying significant regional disparities. The findings contribute to a deeper understanding of the propagation mechanisms among multiple drought types and provide a theoretical foundation and technical support for developing hierarchical early warning and coordinated response systems tailored to different sectors.