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To enhance the generalization ability of graph neural networks (GNNs) in learning and simulation physical dynamics, a series of equivariant GNNs have been developed to incorporate the symmetric inductive bias. However, the existing methods do not take into account the non-stationarity nature of physical dynamics, where the joint distribution changes over time. Moreover, previous approaches for modeling non-stationary time series typically involve normalizing the data, which disrupts the symmetric assumption inherent in physical dynamics. To model the non-stationary physical dynamics while preserving the symmetric inductive bias, we introduce a Non-Stationary Equivariant Graph Neural Network (NS-EGNN) to capture the non-stationarity in physical dynamics while preserving the symmetric property of the model. Specifically, NS-EGNN employs Fourier Transform on segments of physical dynamics to extract time-varying frequency information from the trajectories. It then uses the first and second-order differences to mitigate non-stationarity, followed by pooling for future predictions. Through capturing varying frequency characteristics and alleviate the linear and quadric trend in the raw physical dynamics, NS-EGNN better models the temporal dependencies in the physical dynamics. NS-EGNN has been applied on various types of physical dynamics, including molecular, motion and protein dynamics. In various scenario, NS-EGNN consistently surpasses the performance of existing state-of-the-art algorithms, underscoring its effectiveness. The implementation of NS-EGNN is available at https://github.com/MaojiWEN/NS-EGNN.