Optically Stimulated Luminescence dating, grain-size analysis and magnetic susceptibility measurements were conducted on the Fanjiaping loess section, from the western Chinese Loess Plateau. The results confirm that last glacial high-frequency climatic shifts were documented in mid-latitude continental archives. The grain-size record indicated that coarse-grained sediments with horizontal bedding and channel-fill structures were only deposited in several short intervals, equivalent to the beginning of marine oxygen isotope stage (MIS) 4 and the early to middle MIS 3. This probably implies brief rainfall intensification of the Asian summer monsoon, and its disappearance since the late MIS 3 to MIS 2 may have been a response to significant glacial cooling in the Northern Hemisphere. Previous investigations revealed high sea-surface temperatures at high latitudes at the start of MIS 4, and the early to middle MIS 3 intensification of summer insolation in the Northern Hemisphere, implying evident climate amelioration. Climate improvement favors boreal forest recovery, enhancing both winter and summer air temperatures. The resultant smaller equator-polar temperature gradient probably helped the moisture-laden summer monsoon to penetrate northward. This study thus provides new significant information about the response of terrestrial loessic palaeoenvironments to millennial-timescale climatic fluctuations during the last glacial period.