PGE (Platinum Group Elements) act in many geologic environments and more attention is taken to their supergene geochemical behaviors in recent years. Based on the investigation in three red regolith profiles which are developed over the bedrocks of ultrabasic complexes in Feihong in Luxi, Zhubu in Yuanmou and Jinbaoshan in Midu, middle to western Yunnan, the authors find that comparing with the red regoliths in the world, the lateritization degrees in the three regoliths are not high and the highest to lowest degrees are regolith on Feihong>regolith on Zhubu>regolith on Jinbaoshan. According to the PGE contents of samples from these regolith sections, the concentration degree of the PGE is higher accompanying with stronger lateritization. In the same regolith the six elements have different concentration degrees, which indicate that the six elements have concentrated and separated during lateritization. In this process, Fe2+ which can reduce the PGE complex, and minerals including Fe3+ which can adsorb the PGE act as the main positive factors for the PGE concentration. Different geochemical behaviors of the six PGE lead their separation in the red regoliths. During the lateritization, Rh has the very similar characters with all PGE, so Rh may act as typomorphic minerals of the PGE for their supergene geochemical behaviors. PGE and Au have similar distributing characters in the three regoliths, and PGE is a little higher concentration than Au in the three regoliths, so due to the occurrences of red clay type gold deposits in the world there must be some red clay PGE deposits in the world.