Based on the palaeoclimatic and palaeoenvironmental evidences of geological history and human history periods, this paper reviews the researches and progresses on the development of the sandy deserts in Xinjiang. It pointed out that the features of tectonic structure in Xinjiang had made both the Tarim Basin and the Junggar Basin being influenced greatly by the foehn effects originated from the planetary wind system of westerly, the East Asian ocean-continental monsoon and the topographical mountain-valley winds. The regional patterns of climate and environment since the Quaternary were characterized by the overall persistent drought accompanied by fluctuations in the secondary scale. Formations of aeolian sediments in the basins and at the margins are a potential response to global climate change, particularly the aridification of the Asian hinterland deduced by the uprising of the Tibetan Plateau and its surrounding highlands. For the question about the formation time of the Taklamakan Desert, because the research methods, objects and information carriers used in previous studies are different, there are many disputes in the academic circles at present. Evidences from aeolian deposits/rocks at the edge and in the hinterland of these sandy deserts and their chronological data indicate that an arid climate and land surface aeolian processes have occurred at the edge of the Tarim Basin and its hinterland areas since the Tertiary period. However, the duration time of these processes at mass scale should have begun after the middle Pleistocene and lasted to the Holocene. Occurrence of dune fields in recent 2000 years in the oasis areas should be greatly influenced by human factors.