Oxygen isotopic composition of quartz has been regarded as a good source tracer, and grain size analysis is widely applied to investigate sedimentary environment. However, there are few studies combining quartz δ18O values with granulometry to explore provenance of aeolian sands in the Chinese deserts. In this paper, oxygen isotopic compositions of quartz in various size fractions and grain size distribution were determined for fluvial—lacustrine sediments and dune sands from the Taklimakan desert, western China. The results show that dune sands are generally composed of very fine sand and fine sand, whereas fluvial—lacustrine sediments are almost dominated by silt and clay. The δ18O values in different size fractions range from 13.8‰ to 19.7‰, in which dune sands vary from 13.8‰ to 19.7‰, fluvial—lacustrine sediments are between 15.6‰ and 17.6‰. Quartz from these samples has δ18O values which lie within the range of values considered to be indicative of both metamorphic and sedimentary rocks. The quartz δ18O values of dune sands have no notable decreasing trend with increase of grain size, and their values have obvious differences between the same size fractions in the Taklimakan desert, which is not consistent with former studies. In contrast to other deserts of China, the δ18O values of silt grained and sand grained quartz are the greatest in the Taklimakan desert. There are no significantly different in the δ18O values of fine grained (<20μm) quartz between Taklimakan desert, Malan Loess, and Luochuan loess—palaeosol sequence in the Chinese Loess Plateau.