Zhuyeze palaeolake is a terminal lake situated in the arid northern China in the East Asian monsoon margin. In order to examine the Holocene palaeoclimatic change in the East Asian monsoon margin, Qingtu Lake section (QTL) from Zhuyeze palaeolake is sampled in high resolution. Palaeoclimatic proxies such as grain size, carbonate, TOC, C/N and δ13C of organic matter, were analyzed; eleven 14C samples and six optically stimulated luminescence (OSL) samples were dated to provide chronological control. We also investigated the geomorphic features of lake shorelines in this area. The results show that the climate was warm and dry in early-Holocene (9.5–7.0 cal ka BP), cool and humid in mid-Holocene (7.0–4.8 cal ka BP), and increasingly drier in late-Holocene (since 4.8 cal ka BP). Comparisons of our records with other records in adjacent areas, as well as with the records in the Asian monsoon areas, suggested that changes in effective moisture was synchronous in East Asian monsoon marginal zone (i.e. the pattern of dry early-Holocene, humid mid-Holocene, and aridity-increasing late-Holocene), and that the moisture optimum during the Holocene was out-of-phase between Asian monsoon margin and Asian monsoonal dominated region, possibly due to the high temperature at that time.