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In arid regions, because of spatial variability, using single climate records is difficult to reconstruct the past climate change for the drainage basins. Holocene environmental records were collected from the upper, middle and lower regions of the Shiyang River drainage basin in the marginal area of the Asian monsoon (northwest China). The main objective of this paper was to compare the records from the terminal lake and the middle and upper reaches of the basin to study the basin-wide environmental changes. During the early Holocene the vegetation was sparse, and the effective moisture was relatively low in the basin. The Holocene Climatic Optimum started between 7.0 and 8.0 cal ka BP, during which the lake level reached the highest level in the terminal lake; the vegetation density and the effective moisture reached the highest level during the Holocene in the drainage basin. From 4.7 cal ka BP the terminal lake began to shrink, while the vegetation density decreased dramatically. In the middle and upper regions of the drainage, the effective moisture began to decrease since 3.5 cal ka BP, and the arid tendency was earlier in the terminal lake than it was in the middle and upper regions of the drainage basin. During the early Holocene the relatively arid environment was affected by the gradually intensifying East Asian monsoon and the dry westerly winds. The mid-Holocene Optimum benefited from the intensive East Asian monsoon and the humid westerly winds. Then, the East Asian monsoon retreated since the late-Holocene. In the basin the arid tendency may be related to the retracting of the East Asian monsoon. However, the intensifying acidification after 1.5 cal ka BP may be correlated to the increasing dryness of the westerly winds.