Abstract: A simulation has suggested that China was controlled by a zonal arid belt and covered by a large area of desert deposits during the Palaeogene. However, little of these deposits have been identified in China, especially in areas surrounding the Xizang (Tibetan) Plateau, where was sensitive to the coupling of climate change and plateau uplift. To extent, it has restricted the studies on the origin time of the Eastern Asian Monsoon and climate change. Based on comprehensive analyses on lithology, texture, structure, quartz sand grain surface characteristics, chemical composition of ferreous clay coatings and distribution area of aeolian dune, it has been verified that there were typical desert deposits occurred in the middle sequence of the Eocene Baoxiangsi Formation in the Jianchuan Basin, Yunnan Province. Paleowind direction reconstruction shows that the desert can be subdivided into tow stages. The earlier stage was controlled by westerly and later stage was controlled by northwesterly accompanied with initial monsoon rain marked by rain prints on dune surfaces. Combined with the regional geological records, it seems that there was a drastic climatic change from arid to humid in the southeastern margin of the Xizang Plateau between the Middle Eocene and Late Eocene and the extinction of the Eocene desert was its symbol. The wind direction rotation, appearance of initial monsoon rain and disappearance of the desert indicate that the Eastern Asian Monsoon System had begun at the Late Eocene. Consequently, this paper has further confirmed the Palaeogene desert existence in the southeastern margin of the Xizang Plateau and it is valuable for the study on the origin time of the Eastern Asian Monsoon and the coupling relationship between the uplifting of the Xizang Plateau and the upset of the Eastern Asian Monsoon.