AbstractIn order to construct a stacked climatic record of millennial‐scale variability for northern China, grain size was measured for 12,330 samples from eight thick loess sections. Between section correlation of these grain size records shows that, although small depositional hiatuses may be present within a single section, most parts of the sections display continuous dust deposition. By correlating the eight records with the precisely dated Chinese stalagmite δ18O record, a stacked 249 kyr‐long grain size time series was constructed, termed the “CHILOMOS” record, which is the first high‐resolution stack documenting millennial‐scale variability in northern China. This stack shows millennial‐scale climatic events superimposed on a prominent cooling trend during the last and penultimate glaciations, consistent with the pattern of increasing global ice volume. However, this cooling trend is dampened in the stalagmite record and totally suppressed in the low‐latitude ocean record. It follows that the Loess Plateau, far from the low‐latitude ocean, is largely influenced by the northern high‐latitude ice sheets, while the proximal stalagmites of southern China primarily document signals from the low‐latitude ocean. Cross correlations of climatic records from high and low latitudes demonstrate that the millennial‐scale abrupt changes originated in the northern polar area and were propagated into East Asia largely through the East Asian winter monsoon. The CHILOMOS record also confirms that the driest and coldest interval of the last 249 kyr occurred in the late MIS 6, and that MIS 7d was extremely cold and dry, similar to the stadial conditions of MIS 6.