The initial desertification in the Asian interior is thought to be one of the most prominent climate changes in the Northern Hemisphere during the Cenozoic era. But the dating of this transition is uncertain, partly because desert sediments are usually scattered, discontinuous and difficult to date. Here we report nearly continuous aeolian deposits covering the interval from 22 to 6.2 million years ago, on the basis of palaeomagnetic measurements and fossil evidence. A total of 231 visually definable aeolian layers occur as brownish loesses interbedded with reddish soils. This new evidence indicates that large source areas of aeolian dust and energetic winter monsoon winds to transport the material must have existed in the interior of Asia by the early Miocene epoch, at least 14 million years earlier than previously thought. Regional tectonic changes and ongoing global cooling are probable causes of these changes in aridity and circulation in Asia.