Here we report our recent magnetic fabric investigation of loess deposition in Shagou section, located at the northeastern Qilian Mountains, the northeastern rim of the Tibetan Plateau. On the basis of environmental magnetism data, we indicate that the variation of anisotropy of magnetic susceptibility (AMS) parameters, especially the foliation (F) and degree of anisotropy (P), might be more sensitive to the environmental change in the arid and semiarid regions than the magnetic susceptibility fluctuation. During the investigated interval, from 0.83 to 0.128 Ma, most of the middle to late Pleistocene significant climate change can be unraveled by the AMS parameters, such as the strengthening of cold/dry climate, the step drying event occurred nearly 250 ka, and the severe environmental change in MIS16. Our results also suggest that there is strong correlation between median diameter (Md) of grain size, F, and P. We propose that the AMS parameters can act as an important paleoenvironmental change indicator in the arid and semiarid regions.