In semi-arid and arid desert regions of northern China, aeolian deposits document the framework variation of an Asian monsoon during the late Quaternary. However, there is still a lack of detailed data pertaining to Holocene Asian monsoonal variation especial in the modern Asian summer monsoonal boundary belt. In this study, we reconstructed Holocene millennial-scale climatic changes in the Mu Us Desert, northern China, through systematic analysis of the variation of trace elements (324 samples) in different lithological units of the palaeosol-aeolian sand deposit, in combination with C-14 and OSL chronology. Statistical results, correlation and clustering analysis indicate that the high content of 11 trace elements (V, Y, Cr, Nb, P, Mn, Cu, Zr, As, Ni and Rb, represented by P) and lower Sr content corresponding to periods of palaeosol development, marked increase of vegetation, weathering degree, and enhanced Asian summer monsoonal strength. In contrast, their opposed variation arc coincident with accumulated aeolian sand layers, implying weaker summer monsoons and less geochemical weathering and degraded vegetation. These associations can be considered as signaling regional humid and dry changes of the Holocene environment. Accordingly, relatively arid conditions dominated the region before 7.2 ka, and there was an optimal humid climate in 7.2-4.6 ka. Afterwards, the climate became obviously dry, accompanied with several cycles of relatively wet and dry, such as relatively wet intervals around 4.1-3.7 ka, 3.5-3.3 ka and 2.5 ka. In addition, six millennial-scale dry events were recorded, and these events were consistent with weaker Asian summer monsoonal intervals in low latitudes, declined palaeosol development and precipitation in middle latitudes, as well as increased winter monsoon and periodic ice-rafting events in high latitudes of the Northern Hemisphere, within limits of accuracy of existing dating ages. This possibly suggests a noteworthy synchronism between millennial-scale climatic changes in this region and on a global scale.