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Sediment yield is an important issue in climate impact studies. Potential impact of climate change on sediment yield in the Xunhe River basin is investigated using a combination of climate, hydrological, and sediment yield models. Twenty general circulation methods under representative concentration pathways (RCPs) 4.5/8.5 are downscaled using the quantile mapping method to reduce the uncertainty in future climate change. The lumped Xin'anjiang (XAJ) hydrological model and the conceptual sediment yield model are then used to simulate the runoff and sediment transport process in the case of future climate change. The model performance is influenced by the selection of the calibration data set, which increases the simulation uncertainty. Furthermore, the input data, model structure, and parameters should all be considered sensibly, as they also increase uncertainty. The evaporation coefficient CKE in the XAJ hydrological model is found to be the most sensitive parameter according to the multiparametric sensitivity analysis method. In addition, the maximum slope sediment concentration CM and the mean gully sediment concentration CGM in the conceptual sediment yield model are found to be relatively sensitive parameters. The aforementioned sensitive parameters are closely related to climate change. Under RCP4.5/8.5 scenarios, the average annual precipitation, runoff, and sediment yield might tend to increase in the future with a larger increase under RCP8.5. The average monthly sediment yield is less sensitive to climate change than the average monthly runoff. Future precipitation, runoff, and sediment yield display varying tendencies in different months owing to seasonal variation characteristics. These results suggest that future sediment yield might increase under the influences of climate and runoff change, which will serve as a guideline for sediment resource management.