Winter half-year precipitation dominates variations in hydroclimatic conditions in North Xinjiang, but few researchers have focused on this very important aspect of the Holocene climate. Here we report multiproxy evidence of Holocene hydroclimate changes from the sediments of Wulungu Lake in North Xinjiang. The site is a closed terminal lake fed mainly by meltwater from snow and ice, and today the area is climatically dominated by the westerlies. Grain-size end-member analysis implies an important mode of variation that indicates a gradually increasing moisture trend, with superimposed centennial-scale variations, since 8000 cal yr BP. From 8000 to 5350 cal yr BP, a permanent lake developed, and the lake level gradually rose. Between 5350 and 500 cal yr BP, the moisture status increased rapidly, with the wettest climate occurring between 3200 and 500 cal yr BP. After 500 cal yr BP, the lake level fell. The trend of increasing Holocene wetness indicates a rising winter precipitation in North Xinjiang during the Holocene. This was due to an increase in upwind vapor concentrations caused by increased evaporation and strength of the westerlies, which were determined by the increasing boreal winter insolation and its latitudinal gradient.