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Sediment provenance is a key issue in understanding the aeolian system of the Taklamakan Desert, an important source of global dust and the largest sand sea in the midlatitudes worldwide. In provenance research, it may be a mistake to assume that the sand and dust fractions of desert sediments have the same source, which has been the case in previous studies of the Taklamakan Desert. The aims of the present study were to identify the provenance of the sand and dust fractions of the sediments of the Taklamakan Desert, to determine the contemporary sediment supply mechanisms of the desert, and to assess the relative importance of silt-producing mechanisms for the desert dust. We analyzed the grain size of desert sediment samples and measured the content of major, trace, and rare earth elements within the bulk samples, sand fractions (>63 m), and dust fractions (<63 m). Our grain size and geochemical data sets suggest that the Kunlun Mountains are the main source of the sand fraction, whereas both the Kunlun and Tian Shan Mountains are the main sources of the dust fraction. Our interpretation is supported by the elevation gradient within the Taklamakan Desert and by wind data.