We explored the migration and distribution of heavy metal pollution in a dry and windy area in northern China. We collected soil, atmospheric deposition, and water samples, and measured heavy metal concentrations. Cu, Zn, As, and Pb in the 0–10 cm soil layer had a fan-shaped distribution, consistent with their atmospheric deposition fluxes. This indicates that the distribution of these heavy metals was driven by strong winds. The concentration of Cd in the river increased from 0.257 mg/L upstream to 0.460 mg/L downstream, resulting in the same distribution trends as soil near the river. Surface runoff may therefore drive Cd migration. The concentration of Pb in the river exceeded the pollution threshold, resulting in accumulation in the 5–10 cm soil layer. Atmospheric deposition fluxes were consistent with the soil distribution results, and principal component analysis showed that the contribution of surface runoff was high. This suggests that the migration of Pb and Cr is driven by both wind and surface runoff. Six heavy metals showed different migration behaviors, suggesting specific control strategies should be implemented for individual heavy metals.