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Abstract Distinguishing the independent contributions of tectonic denudation and climate‐driven erosion on the production and supply of clastic materials of Chinese eolian deposits is important in understanding the dynamic links between global climate changes, tectonics, and Asian dust emission. Here, multi‐proxy rock magnetic records of detrital fractions of Chinese eolian deposits since ∼6 Ma, combined with further comparison with dust accumulation rates and geochemical data, suggest that limited production and supply of clastic materials of Chinese eolian deposits were observed between 5.6 and 4.4 Ma in a warmer climate, and thereafter an increasing trend is evident during a cooler world. We propose that intense physical erosion under cooler conditions caused increasing production of fresh detrital components, exerting dominant influences on the sediment supply to Asian eolian deposits. This study provides direct evidence of dynamic coupling between intensified physical erosion and Asian dust activity under late Cenozoic global cooling.