Gypsum deposits within loess deposits are an important indicator of weathering processes and climate change. We conducted a thermoluminescence (TL) dating study of the gypsum from loess deposits of the Jiuzhoutai section in the western Chinese Loess Plateau. Determination of the equivalent doses (De) of gypsum samples was conducted using several protocols, including single-aliquot regenerative-dose (SAR-TL), multiple-aliquot additive dose (MAAD-TL), and Isothermal TL of SAR (SAR-ITL). The TL glow peak at 280 °C was targeted because of its reported stable signals. The test dose check, estimation of sensitivity changes, and the dose recovery test were applied to assess the applicability of the different protocols, and the characteristics of the thermoluminescence signals for gypsum were evaluated. The De results for the SAR-TL, MAAD-TL, and SAR-ITL protocols were within the error ranges. Among the three protocols, SAR-ITL did not involve high-temperature heating and it provided a more accurate De value, and thus it was used for De determinations for gypsum dating. With a dose rate of 1.74 ± 0.07 Gy/ka, the minimum TL age of the gypsum veins was ∼182 ± 7 ka. U-series dating was also applied to the same samples for comparison. However, the extremely low ratio of 230Th/232Th (≤4 × 10−6) of the gypsum veins deposited within the loess resulted in a large error of the U-series dates. We conclude that TL dating is more appropriate for the dating of gypsum in loess deposits.