This paper draws on recent optically stimulated luminescence (OSL) dating to evaluate the long-held assumption that dust accumulation rates in the Loess Plateau and the extent of active aeolian sand in the dunefields to the north have varied together over time, because both are controlled by the strength of the Asian monsoons and also possibly because the dunefields are proximal loess sources. The results show there is little evidence that high rates of loess accumulation coincided with well-dated episodes of extensive dune activity in the Mu Us, Otindag, and Horqin dunefields, at 11–8 ka and 1–0 ka. Explanations for the apparent lack of coupling include local variation in the trapping of dust and post-depositional preservation of the loess and dune sediments, in response to varying local environmental conditions. In addition, a substantial portion of the loess may be transported directly from source areas where dust emission has somewhat different climatic and geomorphic controls than aeolian sand activity within the dunefields. The results of this study cast doubt on the use of loess accumulation rate as a palaeoclimatic proxy at millennial timescale. The dunefield and loess stratigraphic records are interpreted as primarily recording changes in effective moisture at a local scale, but the timing of late Quaternary dune activity, along with a variety of other evidence, indicates that moisture changes in many of the drylands of northern China may not be in phase with precipitation in core regions of the Asian monsoons. Copyright © 2011 John Wiley & Sons, Ltd.