The Quaternary loess-paleosol and underlying Neogene red clay sequences on the Chinese Loess Plateau (CLP) contain a remarkable continental record of past East Asian monsoon changes and aridification of the Asian interior. While monsoon variability during the Quaternary is reasonably well understood, the evolution and dynamics of the monsoon during the Neogene are still debated. The rock magnetism of aeolian sediments is a well-established tool for reconstructing the palaeoclimatic history of Asia. Here, we present a rock magnetic record from Late Neogene red clay sediments of the Chaona section in the central CLP. The results indicate that the main magnetic minerals in the red clay are magnetite, maghemite, hematite and goethite, similar to the overlying Quaternary loess-palaeosol sequences. The high-resolution rock magnetic record, combined with the results of other proxies, demonstrate a stepwise intensification of the summer monsoon and a progressive enhancement of the winter monsoon in East Asia during the Late Neogene. Based on the results, the climatic evolution of East Asia can be divided into three intervals: Interval III, from 8.1 to 6.8 Ma, is characterized by a cool, dry climate with a relatively weak East Asian Summer Monsoon (EASM) and East Asian Winter Monsoon (EAWM); Interval II, from 6.8 to 4.3 Ma, is characterized by cool/warm cycles; and Interval I, from 4.3 to 2.8/2.6 Ma, was warm and humid, and within which the EASM strengthened rapidly and the EAWM fluctuated considerably, with an increasing trend. We infer that before 4.3 Ma the variations of both the EASM and EAWM were closely related to global cooling and that the intensified EASM during the late Pliocene was primarily caused by tectonic events, including the gradual closure of the Panama Seaway and the uplift of the Tibetan Plateau, rather than by global cooling.