Chinese loess has been extensively utilized to produce continuous and high-resolution climate records of the late Cenozoic. Such work assumes uninterrupted loess deposition and limited diagenesis. Here, closely spaced optically stimulated luminescence (OSL) dates are used to characterize the Holocene and Late Pleistocene sedimentation histories of three sites across a NW-SE transect of the Chinese Loess Plateau. The results suggest that sedimentation is episodic at subglacial-interglacial time scales, with rates rapidly varying within units and between sites. Unconformities, noneolian deposition, and mixing of sediments also appear to be common. Existing understanding of loess deposition therefore requires reexamination, while previous reconstructions of rapid climate change, not dated using absolute methods, should be regarded with caution. Loess deposits may still yield detailed climate records from specific high-sedimentation-rate strata, and evidence for rapid climate change may yet be obtainable by targeting these units through absolute dating. The rapid changes in sedimentation presented here indicate the East Asian Monsoon has the capacity to vary on millennial scales.