Changes in the sources, properties and fluxes of mineral dust have significance as both indicators and agents of climate change, through radiative, cloud condensation and ocean biogeochemical effects. Quaternary aeolian sediments, worldwide in distribution, can comprise potentially high-resolution archives of past climatic and environmental change, by incorporating chronological, physico-chemical and magnetic information. The magnetic record for any individual sediment sequence may reflect changes in sediment source, diagenetic (post-depositional) loss of magnetic minerals and/or post-depositional transformation and/or gain of magnetic minerals. Each of these potential pathways requires careful evaluation in order to achieve robust understanding of the possible palaeo-environmental and/or palaeoclimatic information carried by changes in sediment magnetic properties. The most important magnetic minerals for studies of aeolian dusts are those capable of carrying a magnetic remanence at room temperature. Dominantly for the arid zone, the weakly but very magnetically stable minerals, haematite and goethite, form key magnetic tracers for variations in aeolian inputs through space and time. Elsewhere, the strongly magnetic ferrimagnets, magnetite and maghemite, arising from lithogenic and/or in situ sources, can dominate sediment magnetic properties. In strongly reducing environments (not normally associated with terrestrial aeolian sediments but extant especially in organic-rich, sub-oxic or anoxic marine environments), strongly magnetic iron sulphides, such as greigite, can occur as either syngenetic and/or post-depositional ferrimagnets. Magnetic measurements are sensitive even to trace concentrations of these iron minerals, and can readily discriminate between different magnetic mineral assemblages. Not only are magnetic analyses sensitive; they are relatively rapid, non sample-destructive, and cost-effective. Combined with robust chronological control, magnetic measurements are a demonstrably powerful means of identifying and interpreting palaeoclimatic and palaeoenvironmental change from palaeo-dust records. In the case of the classic loess/palaeosol sequences of East Asia, it has also been possible to obtain quantitative magnetic climofunctions, enabling spatially- and temporally-dense reconstructions of palaeoprecipitation. Magnetic analyses thus comprise a key palaeoclimatic tool, in ‘suitable’ locations, i.e. depending on the relationships between climate, parent loess and post-depositional soil formation processes.