Magnetic grain-size variations have been used as sensitive paleoclimate proxies to investigate the evolution of the East Asian summer monsoon, but their relationship with temperature and precipitation is not entirely clear. Here we find that two magnetic grain-size proxy records (chi(ARM)/chi(LF) and chi(ARM)/SIRM, where chi(ARM), chi(LF) and SIRM are anhysteretic remanent magnetization susceptibility, magnetic susceptibility measured at 470 Hz and saturation isothermal remanent magnetization, respectively) of Chinese loess and red-clay sediments co-vary during the last 6 Ma, except between similar to 4.5 and 2.6 Ma, when these two records had opposite trends. We attribute this disparate behavior to the different responses of chi(ARM)/chi(AF) and chi(ARM)/SIRM to temperature and precipitation during similar to 4.5-2.6 Ma, when temperature and precipitation on the Chinese Loess Plateau were decoupled. A comparison of the loess and red-clay chi(ARM)/chi(LF) and chi(ARM)/SIRM records with the global ice-volume proxy records reveals that chi(ARM)/chi(LF) is more sensitive to temperature variations than chi(ARM)/SIRM. The results suggest that temperature on the Chinese Loess Plateau had a cooling trend from similar to 4.5 to similar to 2.6 Ma, whereas rainfall tended to increase. Our studies demonstrate that joint analysis of loess chi(ARM)/chi(LF) and chi(ARM)/SIRM records can reveal paleoclimatic information that cannot be revealed by a single parameter.