Lacustrine deposits at the margin of the southeastern Tibetan Plateau (SETP) are sensitive indicators for the evolution of the southwest Asian monsoon (SWAM) during the Quaternary. Thus, they can provide insight into the Quaternary climatic history and their relationship with global climatic changes. The results of the geochemical analysis of the Xiaozhongdian Basin section at the SETP suggest that SiO2 had the highest content of the major elements followed by Al2O3. The order of the abundance of the major elements was generally as follows: SiO2>Al2O3>Fe2O3>CaO>MgO>K2O>TiO2>Na2O>MnO2. The geochemical proxies, such as chemical index of alteration (CIA), the index of compositional variability (ICV) and (CaO+K2O+Na2O)/Al2O3, indicate the weak chemical weathering and the aridification of the margin of the SETP during the Heinrich events. In addition, the aridification of the SETP during the Heinrich events may be closely related to the cold signals transmitted from the high latitudes of the North Atlantic to the TP, and the effect caused the cooling effect to be very strong on the TP as a result of the upper-level westerly jet stream and then reduced the suction action associated with the SWAM, thus accelerating the drying rate of Xiaozhongdian Basin, which was amplifying the degree of drought in Heinrich events.