Scientific prediction of precipitation changes has important guiding value and significance for revealing regional spatial and temporal patterns of precipitation changes, flood climate prediction, etc. Based on the fact that CEEMD can effectively overcome the interference of modal aliasing and white noise, fine composite multi-scale entropy can reorganize the same FCMSE value to reduce the modal component and improve the computational efficiency, and Stacking ensemble learning can effectively and conveniently improve the fitting effect of machine learning, a rainfall prediction method based on CEEMD-fine composite multi-scale entropy and Stacking ensemble learning is constructed, and it is applied to the prediction of monthly precipitation in the Xixia. The results show that, under the same conditions, the CEEMD-RCMSE-Stacking model reduces the root mean square error by 83.48% and 62.08%, and the mean absolute error by 83.25% and 61.84%, respectively, compared with the single Stacking model and CEEMD-LSTM, while the goodness-of-fit coefficients improve by 15.94% and 2.34%, respectively, which means that the CEEMD-RCMSE-Stacking model has higher prediction performance. The CEEMD-RCMSE-Stacking model has higher prediction performance.