Loess on the high mountains of northwestern China is largely controlled by the topographic features, distributed mainly on the northern slopes of the Tianshan and Kunlun Mountains as well as in the Ili Valley (between the northern and central Tianshan ranges). Loess distributed in different regions has different ages, with the oldest (early Pleistocene) loess occurring in the Ili Valley. Geochemical, mineralogical and granulometric analyses demonstrate that the loess in the three different regions has different provenance. The loess on the northern Tianshan and Kunlun Mountains is mainly derived from the Junggar and Taklimakan Deserts, respectively, whereas the loess in the Ili Valley is derived mainly from the Sary–Ishikotrau Desert located in the Republic of Kazakhstan. However, these deserts serve mostly as holding areas for the silts rather than original source regions. The production of the silt-sized particles is mainly associated with glacial abrasion and tectonic-induced rock denudation. Thus, the loess in the studied regions can be described as “mountainous” loess rather than simply “glacial” loess or “desert” loess. It is unlikely that the mechanisms of loess formation are the same in different regions, given their dependence on specific geomorphological conditions and associated processes.