Previous work has demonstrated that magnetic properties and sediment particle size of Chinese loess deposits provide information on past behaviour of Chinese summer and winter monsoons, respectively (Heller and Evans, 1995; Derbyshire et al, 1997). It has been suggested that the East Asian winter monsoon system in particular is teleconnected on earth orbital and sub-orbital timescales to climatic states and events in high northern latitudes, especially northern hemisphere ice volume and Heinrich events, (Porter and An, 1995; Chen et al., 1997). However, the majority of this research has been performed around the central part of the Chinese Loess Plateau where the rate of dust accumulation is relatively low, thus limiting the potential resolution of palaeoclimatic records. Here we present a high resolution (5mm / ~20 yr interval) magnetic susceptibility record from an thick loess deposit located at Caoxian in the north-western part of the Loess Plateau. The record spans the “Lateglacial” (last glacial / interglacial transition) and when placed on a palaeomagnetic chronology shows a relationship with the GISP2 proxy air temperature record from Greenland (Grootes et al., 1993; Meese et al., 1994; Stuiver et al 1995). The results demonstrate that several Lateglacial climatic fluctuations previously reported in the North Atlantic region and in Europe are also recorded in China. In addition, the apparent absence of a signal corresponding to the Bølling Interstadial in China during the early deglaciation suggests that, at certain times, the apparent North Atlantic — Asian monsoon teleconnection may have collapsed. The demonstrated ability of the loess deposits to resolve sub-millennial scale climate variations points to their potential as a previously unexplored archive for very high-resolution studies of terrestrial climate.