Loess and red clay on the Chinese Loess Plateau provides a detailed history of the East Asian monsoon in the Neogene. Based on grain-size analysis of a Shilou red clay section in Shanxi, China, the eolian origin of Shilou red clay was demonstrated; then the evolution of the East Asian winter monsoon was explored. The results showed that most of the particles were fine-grained, with a median size of 5-9 A mu m. The sand fraction (> 63 A mu m) in most samples was less than 5 %. The particle-size distribution shows a unimodal pattern with a modal size of 2-30 A mu m. The grain-size content agreed with the decreasing north-southward trend of eolian deposits on the Chinese Loess Plateau, implying that the red clay particles were carried mainly by northerly low-level winds. All the evidences point to an eolian origin for the Shilou red clay sediments. According to the variation of 10-70 A mu m, coarse content (> 43 A mu m) and the U-ratio of the Shilou grain-size record, the Neogene evolution of the East Asian winter monsoon was divided into five stages: 11.0-7.5, 7.5-5.6, 5.6-4.8, 4.8-3.1 and 3.1-2.6 Ma. During the period of 11.0-7.5 Ma, the grain-size varied more frequently and with larger amplitude, implying large fluctuations in the winter monsoon. After 7.5 Ma, the grain sizes decreased slightly, indicating that the winter monsoon gradually weakened. Between 5.6 and 4.8 Ma, the grain sizes showed extreme variation with the highest and lowest values across the whole section, indicating large changes in the winter monsoon. From 4.8 Ma, the grain sizes increased slightly then changed dramatically after 3.1 Ma, which is evidence that the winter monsoon strengthened gradually and intensified later. This new finding indicates that the evolution of winter monsoon is closely related to Tibetan Plateau uplift and global paleoclimate change.