Marine accumulations of terrigenous sediment are widely assumed to accurately record climatic- and tectonic-controlled mountain denudation and play an important role in understanding late Cenozoic mountain uplift and global cooling. Underpinning this is the assumption that the majority of sediment eroded from hinterland orogenic belts is transported to and ultimately stored in marine basins with little lag between erosion and deposition. Here we use a detailed and multi-technique sedimentary provenance dataset from the Yellow River to show that substantial amounts of sediment eroded from Northeast Tibet and carried by the river's upper reach are stored in the Chinese Loess Plateau and the western Mu Us desert. This finding revises our understanding of the origin of the Chinese Loess Plateau and provides a potential solution for mismatches between late Cenozoic terrestrial sedimentation and marine geochemistry records, as well as between global CO2 and erosion records.