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This paper addresses the surface and Holocene aeolian deposits in the southeastern Mu Us Desert, N. China, systematically analysing the evolution of the geochemical characteristics of aeolian sand-palaeosol sequences and their environmental significance. Our results indicate that the geochemical components of the Holocene aeolian deposits and surface deposits had the similar material sources, sediment transport and deposition processes in the study region, which were dominated by SiO2, Al2O3, and Na2O. In the weathering process of the Jinjie (JJ) profile, the Na, K, and Si presented the slight leaching and migration in general, while the other elements were relatively accumulated. The Holocene aeolian deposits and surface deposits incurred weaker geochemical weathering under cold and dry conditions and were only weakly leached, which implies a relatively arid environment in the Holocene epoch and the modern era. The weathering degree was controlled by the regional temperature and precipitation, and was probably more sensitive to the precipitation changes. In the sedimentary profile, the geochemical parameters and migration of elements demonstrated that there have been several alternating warm-wet and cold-dry intervals in the Mu Us Desert in the Holocene epoch; there were relatively warm and wet conditions prior to 4.6ka, and it has been cold and dry since then. Six millennial-scale dry events were recorded during the Holocene, which were not only accordant with the history of palaeoclimatic changes in the different latitudes and archives of the Northern Hemisphere, but also correspond to the millennial-scale variation of cosmic radiation and solar activity during that period. Copyright (c) 2015 John Wiley & Sons, Ltd.