The abrupt change point detection is an important content in the research of current climate change problem. And many methods and achievements have already been proposed. The results of traditional methods are often considered to be unpersuasive due to the irrational structure of statistics, ideal assumptions and subjectivity. In this paper, a new method called moving mean difference method for abrupt change points detection is proposed. It is compared with four widely used methods via both hypothetic series and observed data. The results show that the moving mean difference method has three advantages: (1) The method has a simple structure and definite physical meaning; (2) It is more accurate to detect the mutation point; (3) It can simultaneously detect all the mutation points and calculate the corresponding intensity of the mutations. The sediment discharge abrupt changes in different reaches of the Yellow River are analyzed through the five methods, based on the annual data obtained from the main hydrological stations in the Yellow River Basin. The results indicate that the sediment discharge in the upper reaches the river mutated in 1986, while that in the middle reaches changed suddenly in 1979 and 1996. The mutations of sediment discharge at Huaxian and Tongguan stations occurred in 1979, 1996 and 2003. The main factors for the mutation are human activities, including hydraulic engineering construction and large- scale water and soil conservation measures.