A comparison of dust flux recorded in red clay sediments in the Loess Plateau with that from ODP Sites 885 and 886 in the North Pacific shows that dust flux exhibited the same variation trends on a scale of ten thousand years. Variations in dust flux in continental and marine aeolian sediments indicate the history of Asian inland drying and East Asian winter monsoon circulation since 6.5 Ma BP. Since 6.5 Ma BP, the Asian inland region became dry and dust production increased. The East Asian winter monsoon circulation developed and entrained vast amounts of dust materials which were brought into the Loess Plateau. The source regions became wet and the intensity of winter monsoon circulation relatively weakened during from 5.2 to 3.6 Ma BP, which led to a large decrease in dust flux. From 3.6 to 2.6 Ma BP, uplift of the Tibetan Plateau resulted in increasing aridity in Asian dust source regions once again, as well as enhanced winter monsoon circulation, so dust flux increased rapidly. But the variations in dust fluxes recorded in red clay and deep-sea sediments were somewhat different, implying different methods of dust transport on a regional or global scale.