Study of environmental change in the Alashan Plateau since the last glacial period (40 ka) is an important basis not only for understanding the climate changes and sediment sources of the mid- latitude deserts in the Northern Hemisphere, but also for comparison of climate changes in different scales or global level, further revealing the evolution and change of climate factors. A large number of research and results have been reported in scientific literatures, but a systematic summary and comparison analysis has been absent, especially about environment changes of the plateau and reasons since the last glacial period. In this paper we reviewed the historical environmental evolution of the Alashan Plateau since the last glacial epoch through a systematic summary and comparative study of Chinese and Western literatures. It can be pointed out that from 40ka to the end of the last glacial period, the climate in the plateau was wetter than that of today, and after the end of the Pleistocene the drought environment was prevailing, with aeolian activity enhancement. However, the environmental change in the Ulanbuhe Desert of the northwestern plateau is different from that of the holistic plateau, i.e. it showed a continue drought conditions during the whole last glacial period. The early and middle Holocene environment was generally humid in the plateau. With the further development of lakes and vegetation and the weakness of aeolian activity, the late Holocene environment was arid and the desert likely expanded. However, the early Holocene environment in the Tengger Desert was supposed to be arid, and the most controversial issue is about the existence of the drought events in the Badanjilin Desert during the middle Holocene. These problems need to be further researched. In addition, the westerly and the East Asian monsoon systems have different effects on climate change in the study area in different periods. Classic studies about the linkage of environmental changes between the Alashan Plateau and the global climate are still rare, especially lack of the representative evidence of environmental change’s events. The study results about the aeolian sediment sources remain inconsistency, mainly due to the limits of the study methods and the complexity of geomorphologic agents. It is difficult to carry out qualitative and quantitative analyses on sediment sources. The morphology and distribution of sand dunes and the related direction and dynamics of the wind agent are mutually indicated, and proper wind energy is the key for construction of the aeolian dunes. Judged from the climate change in a global scale, the formation of sandy desert usually corresponds to the ice age or the cold and dry climate conditions.