ABSTRACTUnderstanding the changes of sediment concentration in rivers, especially under heavy rains, is of great significance to accurately evaluate the effectiveness of soil and water conservation measures in the Loess Hilly Area. On July 26, 2017, an extremely heavy rain (maximum rain intensity of 66.6 mm/h, the highest rainfall of 256.8 mm in 10 h, and a return period of 100 years) occurred over the 821 km2 Xiaoli River watershed in the Wuding River watershed. In order to understand the sediment concentration during the heavy rain event, 10 dam‐controlled catchments in the center of the rainstorm (3 in the Xiaoli River watershed and 7 in its adjacent watersheds) without drainage and damage were selected. All the retained runoff and sediment in the check dams were measured by the cross‐sectional survey according to the flood marks left by the heavy rain. Combined with the observed runoff and sediment transport data by the hydrological station at the outlet of the Xiaoli River watershed as well as the deposited sediment investigated in the watershed during the heavy rain event, the change of sediment concentration and the role of check dam were analyzed. Results showed that under heavy rain, all the sediment concentrations of runoff in the dam‐controlled catchments ranged from 344 to 552 kg/m3, suggesting that the sediment retaining effect of slope measures (woodland, grassland, and terrace) is limited and cannot prevent the occurrence of hyperconcentrated flows. The gully measures (check dams) in the Xiaoli River watershed can hold a large amount of sediment under heavy rain and make the runoff no longer a hyperconcentrated flow at the watershed outlet. In order to control the transport of hyperconcentrated flows to the downstream, more attention should be paid to the construction of check dams while carrying out vegetation ecological construction in the Loess Hilly Area.