Rock magnetic parameters and grain sizes were measured and analyzed in a loess section in the Southern Junggar Basin. The results show that the content of magnetic mineral of the section is much lower than Loess Plateau of China, and the dominant magnetic mineral is ferromagnetic. Native strong magnetic mineral is the primary cause of magnetic susceptibility rise. The analysis of grain size of magnetic minerals indicates that the property of the loess is dominated by PSD/MD magnetite. The change mechanism of magnetic susceptibility of Xinjiang Loess is complex. Comparison of magnetic susceptibility curves and grain size curves show that wind is the important reason leading to magnetic susceptibility changes, but not the only one. The changing of provenance may be the other reason leading to magnetic susceptibility changes, because the expansion and contraction of Gurbantunggut Desert would be occur when the climate changes since the last interglacial period.