We present results of a thermomagnetic analysis of Late Pleistocene–Holocene bottom sediments from the gravity core GC-99 of the borehole BDP-99 drilled at Posolskaya Bank of Lake Baikal in the framework of the Baikal Drilling Project. The results are compared with the earlier analytical data on the samples from the lower (Miocene) section of the BDP-98 drilled on the Akademichesky Ridge. Native-iron particles were found in only 14 of 61 samples. Their content varies from ~ 10–5 to 10–4%, and their distribution is near-bimodal, with a distinct “zero” mode. The results of the thermomagnetic analysis are confirmed by a probe microanalysis: Only occasional native-iron particles were found. Nickel was detected in only one sample. The samples have a large number of magnetite and titanomagnetite grains. It is shown that the distribution of native-iron particles in the Baikal sediments depends on the rate of sedimentation: The rate increase is accompanied by the increase in the number of the “zero” group samples (free of iron particles). The conclusion is drawn that the native-iron particles in the studied sediments are predominantly of cosmic origin.