Eolian sediments are extensively distributed across the Earth’s surface, and their formation is intricately linked to climate change, tectonic activity, and topographic features. Consequently, the investigation of eolian sediments bears great geological significance. The northwest region of China is renowned for hosting the most extensive and thickest Late Miocene–Pliocene red clay deposits globally. Nonetheless, scholars have yet to reach a consensus regarding the precise formation processes of these red clays. The identification of the source region of the red clays is crucial for comprehending their formation mechanism. The correlation of zircon U-Pb age spectra is a frequently utilized method for determining the provenance of eolian sediments. In this study, we compared the previously published zircon U-Pb ages (n = 12,918) of the Late Miocene–Pliocene red clays in the Ordos Plateau with those from the potential provenance regions (n = 24,280). The analysis, supported by the tectonic and climatic background of the region, revealed that the Late Miocene–Pliocene red clay in the Ordos Plateau originates predominantly from the Yellow and Wei rivers, with a minor contribution from the weathering of bedrock in the western North China Craton. The transport of these detrital materials by the East Asian winter monsoon is impeded by the presence of the Qinling and Taihang Shan, resulting in their deposition on the flat surface of the Ordos Plateau. This development of red clay is consistent with the proximal accumulation model, illustrating how the hydrosphere, atmosphere, and lithosphere interacted to shape the red clay deposits during the Late Miocene and Pliocene periods in the Ordos Plateau.