As the natural barriers of Beijing and the important junctions connecting Hebei, Shanxi and Inner Mongolia, the Western Hills of Beijing have rich natural resources such as high quality coal and building materials. The Western Hills have been the energy base and important religious holy land of Beijing since 1421 AD, when Beijing was made the capital of the Ming Dynasty. A well developed ancient road system was built for the purpose of connecting the important military facilities, temples, coal mines and hundreds of villages in Ming and Qing Dynasties. A lot of hoof shaped holes with diameters of about 20 cm are scattered along the surface of the manmade ancient roads, which are dozens meters or hundreds of meters higher than the river bed. Typically the holes show clear patterns of animal trails, the distance between two holes averages 40~60 cm. Based on this analysis, the author validated that these holes could not be formed by the processes of grinding action of streams currents to make pot holes nor by differential erosion. They are the stepping holes which were formed by the continuous treading of the hoof shoes of pack animals.