The Eocene-Oligocene Boundary (~34 million years ago) marks one of the largest extinctions of marine invertebrates in the world oceans and of mammalian fauna in Europe and Asia in the Cenozoic era. A shift to a cooler climate across this boundary has been suggested as the cause of this extinction in the marine environment, but there is no manifold evidence for a synchronous turnover of flora, fauna and climate at the Eocene-Oligocene Boundary in a single terrestrial site in Asia to support this hypothesis. Here we report new data of magnetostratigraphy, pollen and climatic proxies in the Asian interior across the Eocene-Oligocene Boundary; our results show that climate change forced a turnover of flora and fauna, suggesting there was a change from large-size perissodactyl-dominant fauna in forests under a warm-temperate climate to small rodent/lagomorph-dominant fauna in forest-steppe in a dry-temperate climate across the Eocene-Oligocene Boundary. These data provide a new terrestrial record for this significant Cenozoic environmental event.