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Interactions of fluvial and eolian processes are prominent in dryland environments and can significantly change Earth surface morphology. Here, we report on sediment records of eolian and fluvial interactions since the last glacial period, in the semiarid area of northwest China, at the limit of the Southeast Asian monsoon. Sediment sequences of last glacial and Holocene terraces of the Yellow River are composed of channel gravels, overlain by flood sands, eolian dunes, and flood loams. These sequences, dated by optically stimulated luminescence, record interlinks between fluvial and eolian processes and their response to climate change. Sedimentologic structures and grain-size analysis show flood loams, consisting of windblown sediment, deposited from floodwater suspended sediment. The gravel and sand were deposited during cold periods. During transitions from cold to warm phases, the river incised, and dunes were formed by deflation of channel and floodplain deposits (>70 and 21-16 ka). Dunes also formed at similar to 0.8 ka, probably after human intervention. After dune formation, flood loam covered dunes without erosion during peak discharges at the beginning of the subsequent warm period. The fluctuations of the Southeast Asian monsoon as a moisture-transporting agent have perhaps been the driving force for interactions between fluvial and eolian processes in this semiarid environment.