Identifying the provenance of aeolian sediments in the Hunshandake Sandy Land is of great importance for understanding the formation of the dune fields in the mid-latitudes and for deciphering information about desert’s responses to global change. By determining the major and trace elements concentrations of aeolian sands in three grain size fractions from the central and western parts of the Hunshandake Sandy Land, we systematically study the provenance and the depositional history of aeolian sands in this desert environment. Our results show that aeolian sands from the Hunshandake Sandy Land are enriched in SiO2 and are depleted in many other elements compared to those of the Upper Continent Crust (UCC). Variations of the immobile elements ratios like Zr/Hf, La/Yb, Th/Nb, La/Nb, LaN/YbN, GdN/YbN are relatively large in the coarse and medium fractions but minor in the fine fractions. Eu anomalies are quite different in the coarse fractions, but mostly positive in the medium fractions and all negative in the fine fractions. Decreasing tendency of Zr concentrations from the west to the east in the Hunshandake Sandy Land is evident in the coarse sands but rather weak in the fine grain size fractions. Our geochemical data indicate that the sources for the coarse and medium fractions of aeolian sands are diverse, influenced by local geology and geomorphology, while the fine sand fractions are more homogenous due to intensive mixture mainly by aeolian processes. Various ratios of immobile elements suggest that these sands should be sourced primarily from the surrounding mountains by fluvial/alluvial processes rather than from any remote territories. Aeolian sands with Ce negative anomalies are widely distributed in the Hunshandake Sandy Land, indicating that aquatic environments have occurred extensively prior to the occurrence of the dune field.