Numerous authors have utilised physical properties of Chinese loess and red clay deposits to develop apparently detailed and continuous past climate records from the Miocene into the Holocene. Many of these studies have further suggested that the principal climatic agent responsible for the aeolian emplacement and diagenesis of Chinese loess, the East Asian Monsoon, has fluctuated rapidly on millennial to sub-millennial timescales, in concert with dramatic changes in the North Atlantic (Dansgaard–Oeschger cycles and Heinrich events) and the Western Pacific (El Niño Southern Oscillation). Much of this evidence is based on reconstructions and age models that are tied to assumptions concerning the nature of loess sedimentation and diagenesis, for example, the belief that loess sedimentation can be viewed as essentially continuous. Some authors have however, cast doubt on these assumptions and suggest that the application of radiometric techniques may be required to determine their validity. Recent studies utilising Optically Stimulated Luminescence (OSL) methods have reinforced these doubts and here, OSL dates obtained at 10 cm intervals from three sites along a transect across the Chinese Loess Plateau have been used, in combination with climate proxy evidence, to test the existing assumptions that underpin many palaeoclimatic reconstructions from loess. In this way, the first time-continuous and independently dated late Quaternary climate reconstruction is developed from loess. The data indicate that sedimentation is episodic and that once emplaced, loess is prone to pedogenic disturbance, diagenetic modification and in some cases erosion. The relationships between proxies and sedimentation rates are also assessed and climatic interpretations based on different age models compared. The implications of these findings for reconstructions of climate from loess are explored and comparisons are made between the developed palaeoclimate records and evidence from ice and ocean cores. This exercise also highlights important information concerning the relative influence of forcing mechanisms behind East Asian Monsoon change over the late Quaternary.