Understanding environmental changes requires the characterization of potential interactions between aeolian and fluvial systems. This study aimed to identify the sedimentary characteristics, provenance, and transport of sediments of the Yellow River Basin, as well as the processes and geomorphological effects of aeolian-fluvial interactions using end-member modelling analysis (EMMA), multidimensional scaling (MDS), and principal component analysis (PCA). Samples (n = 107) collected from sedimentary sequences in the source area, upper, middle, and lower reaches were analyzed for grain size and major element contents. The results showed that sediments in the source area of the Yellow River mainly originated from the Tibetan Plateau, whereas the input of materials from the Chinese Loess Plateau (CLP) gradually increased from the upper to lower reaches. The sediment transport was jointly controlled by simultaneous or alternating aeolian and fluvial processes. Asynchronism in aeolian activity and rainfall and the non-uniformity of runoff and sediment sources resulted in a concentration of aeolian-fluvial interactions in the river reaches traversing through the deserts and CLP. Fluvial sediments in the upper reaches consisted of wash loads deposited in slow-moving water, whereas rapid replenishment of sediment from the CLP in the middle reaches increased sediment transport capacity, thereby enhancing the uniformity of sedimentary characteristics from the upper to lower reaches. Moreover, numerous gullies in the CLP resulted in increased intensities of aeolian-fluvial interactions, thereby accelerating severe sedimentation in the lower reaches. This study can act as a reference for paleoclimatic reconstruction and for soil and water conservation in large-scale watersheds across a range of climatic zones.