Quantitative mineralogical analysis of bulk samples and single particles was carried out on three loess sections of different local climate settings on the Chinese Loess Plateau (CLP). Mineralogy, geochemistry, and single-particle petrography of loess and paleosols are relatively uniform over the CLP. However, in detail, there are mineralogical changes related to eolian process and chemical weathering. Particle-size sorting eastward from western sources led to an eastward increase of the total phyllosilicate contents enriched in fine illitic clay minerals. After deposition, detrital minerals susceptible to chemical weathering were sequentially altered in a progressive fashion with increasing precipitation in the order of calcite, dolomite, biotite, illite, chlorite, amphibole, and plagioclase. The weathering of biotite, chlorite, and illite resulted in a significant increase of expandable phyllosilicate contents. The sequential weathering of the minerals is reflected chemically in the decrease of Na and Mg and the increase of iron oxidation. Mineralogy of the Chinese loess at individual sites reflects the effects of size fractionation during eolian transportation and progressive sequential weathering along the climatic gradient, and it is essential to consider both effects when using mineralogical and dependent chemical data in the paleoclimatic reconstruction of the CLP.