The Loess Plateau of North China is a key region for the study of records of Quaternary climatic change. Various techniques to abstract climatically sensitive data were first applied to the classic loess—palaeosol site at Luochuan, and current views on climatic change in Asia have been strongly moulded by results from this central part of the Loess Plateau. Data including the magnetic susceptibility, granulometry, mineralogy, geochemistry, micromorphology, fossil content, and inorganic and organic carbon content of Asian loess—palaeosol series have been used, singly and in combination, as surrogate measures of palaeoclimates to infer climatic changes with particular reference to changes in the Asian monsoon. Some of this work is reviewed and the status of a number of parameters as climatic proxies is discussed. Some lithostratigraphic sequences from which proxy measures of climate have been derived are incomplete, as shown by erosion surfaces, water-laminated zones and truncated palaeosol profiles, while others provide records of relatively low resolution. Most descriptions of Quaternary climatic changes based on studies of the loess emphasize alternations in the relative dominance of warm and moist v. cool, dry and dust-laden monsoons. Some recent studies of the much higher resolution loess—palaeosol successions on the western margins of the Loess Plateau have suggested that such changes may sometimes be out of phase, with the inference that the current climate model is too simple. Means of testing this hypothesis are proposed.