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The mechanical behavior of loess is highly predicated on variation in its moisture content. While the impacts of the water content on the shearing behavior and collapsibility of loess have been extensively studied, its effect on tensile characteristics has received relatively little attention. In this study, a series of tensile tests were conducted on remolded specimens of a clayey loess that were collected from Ili Valley in China. Two sets of loess specimens with varying water contents were prepared separately using wetting and drying methods. The influence of the water content on the tensile stress–strain response, failure mode and tensile strength was investigated by combining the tensile test results and particle image velocimetry (PIV) analysis. On this basis, a nuclear magnetic resonance (NMR) test and scanning electron microscopy (SEM) observations were implemented in order to assist with the interpretation of the underlying mechanism. The test results indicate that the tensile failure process and the variation of tensile strength with varying water contents differ for specimens that are prepared with wetting and drying methods; a finding which arises from the differences in the soil microstructure, clay–water interaction and the distribution of capillary and adsorbed water. This research has shown that the tensile strength of clayey loess is essentially dominated by the clay's hydration/cementation and the development of capillary and adsorption suction as well as the microstructural evolution that occurs with the change in the water content. Based on the experimental observations, a conceptual model is proposed in order to interpret the effect of water content on loess' tensile behavior. [ABSTRACT FROM AUTHOR]