Time information widely exists in various real-world applications and RDF (Resource Description Framework) has been using as a data model and representation format for semantic data processing. With the rapid growth of RDF data with time features, efficient and effective management of temporal RDF data is an important task. For this purpose, we propose to index temporal RDF data in the paper. We propose a novel temporal RDF data index structure. We present its two levels of indexes: the first one is a global index for time information of RDF triples and the second is a local index for non-time information of RDF triples. We exploit efficient algorithms to build the global index and the local index. We evaluate our index approach from index performances and querying performances. The experimental results show that our index approach is scalable and efficient.