Central Asia is one of the most significant loess regions on Earth, with an important role in understanding Quaternary climate and environmental change. However, in contrast to the widely investigated loess deposits in the Chinese Loess Plateau, the Central Asian loess-paleosol sequences are still insufficiently known and poorly understood. Through field investigation and review of the previous literature, the authors have investigated the distribution, thickness and age of the Xinjiang loess, and analyzed factors that control these parameters in the Xinjiang in northwest China, Central Asia. The loess sediments cover river terraces, low uplands, the margins of deserts and the slopes of the Tianshan Mountains and Kunlun Mountains and are also present in the Ili Basin. The thickness of the Xinjiang loess deposits varies from several meters to 670 m. The variation trend of the sand fraction (>63 μm) grain-size contour can indicate the local major wind directions, so we conclude that the NW and NE winds are the main wind directions in the North and South Xinjiang, and the westerly wind mainly transport dust into the Ili basin. We consider persistent drying, adequate regional wind energy and well-developed river terraces to be the main factors controlling the distribution, thickness and formation age of the Xinjiang loess. The well-outcropped loess sections have mainly developed since the middle Pleistocene in Xinjiang, reflecting the appearance of the persistent drying and the present air circulation system. However, the oldest loess deposits are as old as the beginning of the Pliocene in the Tarim Basin, which suggests that earlier aridification occurred in the Tarim Basin rather than in the Ili Basin and the Junggar Basin.