Lithic particles in marine laminated sediments provide the opportunity to reconstruct ocean-climate processes like wind dynamics from the sedimentary record. In Mejillones Bay (23° S), located on the hyperarid coast of the Atacama Desert, marine laminated sediments record paleoceanographic variations related to coastal upwelling and regional South Pacific climate conditions. In this work we assess the provenance of lithic particles found in these laminated sediments and we analyze the relationship between the variability of lithic transport-sedimentation processes and wind. We compared the sedimentological, morphological, and mineralogical characteristics of desert soil particles with those of surface sediments collected at various locations of the bottom of the bay and particles retrieved from marine sediment cores. We also compared horizontal fluxes of particles eroded at the surface of the hyperarid plain (Pampa Mejillones) and vertical fluxes of lithic material settling through the water column in the marine basin. Results show that particles retrieved in dust traps, mostly quartz and feldspars with some calcite fragments, amphiboles, and clay minerals, are similar to those collected in the marine sediment traps. These are characterized by grain-size modes finer than 125–150 µm and decreasing from the pampa towards the bottom of the bay. Together with morphological features such as polished surfaces and “V-shaped” impact marks, this supports the hypothesis of an eolian origin of these particles with complex transport histories from Quaternary uplifted coastal plains towards the marine laminated sediments. From in situ measurements and monitoring we observed a close relationship between the variability of wind intensity, horizontal fluxes of lithic particles across the surface of the desert, and vertical fluxes in the marine water column. This supports the idea that not only in Mejillones Bay but also in other places, quantitative paleoclimate reconstructions could be performed from the quantification of the amount of lithic particles with sizes between 50 and 150 µm contained in laminated sediments.