The study compared the formation of loess and paleosol in Ili, China, by analyzing grain size and geochemical data. The paleosol layer had more coarse grains, especially the 63 μm component, due to enhanced westerly winds during its formation, indicating a climate change. The weathering process was weaker during paleosol formation because of a cold climate and strong westerly winds, while loess formation had stronger weathering due to a warm climate. The balance of water and heat influenced the weathering process differently in the two layers.