It is an important basic work to correctly identify the variation characteristics of the background field of the geomagnetic data. In this article, a wavelet decomposition was conducted to the geomagnetic vertical component Z of Jiayuguan station and Lanzhou station by using DB5 wavelet basis function, and then the relativity between low frequency (overview section) part and high frequency (detail section) part of two stations was analyzed. The results show that:the geomagnetic Z component between low frequency components of different stations are well related, while the correlation between high frequency components, which may be closely related to the local underground medium, underground conductivity and observation environment, is not obvious.