To approach the effects of grain size sorting on element partitioning of sedimentary rocks, a comparative study has been made on the features of the chemical compositions of sedimentary rocks of different grain sizes such as quartzite, arkosite, siltstone and claystone from the Wutai Group in the Wutai area, Shanxi. The results show that major and trace elements in sediments of different grain sizes vary greatly. There is negative linear correlation of SiO2 with A12O3 and TFe2O3. This negative correlation may also be found between SiO2 on the one hand and REE, Rb and Sr on the other. These features may be explained by dilution of quartz. There are positive correlations of the siderophile elements Cr, Ni and Co and the large-ion lithophile elements REE, Rb and Sr with A12O3, which indicates that those elements are easy to accumulate in aluminium-rich claystone. Sedimentary rocks of different grain sizes display similarity in respect of REE patterns, which are characterized by LREE enrichment. There is no europium anomaly for sediments of the lower subgroup of the Wutai Group and negative europsium anomaly for sediments of the upper subgroup. The comparative study also demonstrates that among different sedimentary rocks claystone is most capable to gather various elements. Claystone may be considered to be the best composite rock sample of the regional crust. To some degree it reflects the characters of the composition of the provenance.