【英文摘要】Detailed studies show that eolian sediments cover the earth surface widely. It can be found not only at continents but also in ocean. Loess almost contains as many records of past climate changes as marine sediment and polar ice core. Many scientists pay a lot of attention on it. Great progress on loess study at monsoon region of China has been made in the past decades. But in the area where modern climate is controlled by westerly system the study has been conducted rarely.Xinjiang is located in the northwest of China, of which Yili basin is distributed with loess deposition widespreadly. The dissertation systematically studies the depositional features of loess and climate variations since the Late Pleistocene Period in Yili area by field investigation and laboratory analyses of loess samples on grain size, heavy mineral, quartz surface texture, magnetic susceptibility, CaCO3 content and absolute age. The primary results of this study are summarized as follows: (1) Dust deposits mainly distribute on the windward slope of Tianshan mountains which Yili basin located in, as well as steppe and desert steppe zones of its plain with 800-1400 m above sea level. The thickness of exposed loess layer ranges from several meters to several ten meters. According to the data from a sediment core, the maximum thickness of loess at Zeketai area of Yili is over 80 m. The absolute ages (OSL) suggest that the majority of exposed loess deposits in Yili area were accumulated during the Last Glacial Period, which corresponds to Malan Loess at Loess Plateau. (2) The analysing results of grain size, mineral and quartz surface texture prove that loess in Yili area belongs to eolian dust deposits. The textural characteristics of the loess in Yili area are different from that of Malan Loess at Loess Plateau. (3) The grain size becomes finer from west to east in Yili area; (4) The comparison of climate proxys show that magnetic susceptibility, content of calcium carbonate and grain size can indicate the climate changes clearly. Among of them, the content of particles less than 15μm is the best indicator, which followed by grain size. The stronger the wind is, the less the percentage of particles less than 15μm is. The magnetic susceptibility is greatly influenced by environmental conditions. At steppe zone where the annual rainfall is over 400 mm, the paleosols are characterized by higher magnetic susceptibility and loess by lower values. But at desert steppe, the magnetic susceptibility of paleosols is lower than that of loess sometime. The explaination for this difference needs more studies. (5) The variant climate proxies showed the different environments of the Late Middle Pleistocene and the Late Pleistocene. Before the Late Pleistocene, paleosols reflected the warm and wet conditions. Since the Late Pleistocene, especially during the Last Glacial Period, soils developed weakly and the climate was drier than that in the Middle Pleistocene. (6) On the dry background the climate in the Last Glacial Period shifted between warm and cold. According to the climate proxies and absolute ages, the past 73.9 ka in Yili area can be divided into four stages: (7) The paleoclimate records in the loess strata of Yili proved that the climate during the Last Glacial Period was unstable. Except for the 6 Heirich cold events, other 5 cold events could be identified by the climate proxys. (8) Same as the other areas of China the Last Glacial Period in the studied area was characterized by the alternating of stadial and interstadial.