Little is known about the evolution of the East Asian winter monsoon (EAWM) on the NE margin of the Tibetan Plateau (TP) during the late Pliocene-early Pleistocene, due to the poor exposure of pre-Quaternary eolian deposits and ambiguities in the interpretation of paleoclimatic proxies. In this study, we performed detailed grain size analyses of eolian sequences (spanning 3.7-2.4 Ma) from two new boreholes in Linxia Basin, in the NE TP. We compared our results with contemporaneous loess-red clay sequences across the Chinese Loess Plateau (CLP) and identified a substantial decrease in the thickness and grain size of upper Pliocene-lower Pleistocene loess and red clay sediments from the western to central parts of the CLP. This observation supports the view that the grain size of upper Pliocene eolian sequences from Linxia Basin can be used to reconstruct the evolution of the EAWM. In addition, it demonstrates that the modern spatial pattern of the EAWM regime in the western CLP has been maintained since at least the late Pliocene. Records of both median grain-size (Md) and sand content from the boreholes exhibit an overall upward-increasing trend during the interval from similar to 3.7-2.4 Ma, indicating a longterm stepwise intensification of the EAWM and aridity on the NE margin of the TP. In addition, a dramatic coarsening of the grain size in loess unit L34 documents a large climatic shift at similar to 2.75 Ma, which may be closely linked with the major intensification of Northern Hemisphere glaciation during the late Pliocene.