The Bouguer gravity anomaly data of Sichuan-Yunnan region and its vicinity were analyzed with wavelet transformation method. In the process, complete orthogonal wavelet function system with good symmetry and higher vanishing moment was selected to decompose the gravity anomaly into two parts. With the power spectral analysis on the decomposed anomalies, we interpreted that the two parts of anomalies represent the density variation in upper and middle crust, and in deep crust and uppermost mantle, respectively. The two parts of anomalies indicate the difference between shallow and deep tectonics. The results of shallow-layer apparent density mapping reveal that: a) the crustal density in Sichuan basin is higher than that in Songpan-Garze orogenic zone; b) the density of Kangdian rhombic block is heterogeneous; c) the boundary faults of Kangdian block are of different density features, suggesting different tectonic signification. The results of deep-layer apparent density mapping show a similar,but not the same, density distribution pattern as the shallow results, and indicate that the tectonics of shallow and deep crust are different, they may be in a status of incomplete coupling. Our results also show that the earthquakes in this area are controlled not only by the fracture zones but also by the deep density distribution.