Abstract: As a kind of widepread terrestrial sedimentary rocks, the aeolian sandstones are found to have deposited from the Archean to the present time. The formation of aeolian sandstones is interpreted to be closely related to the palaeoclimatic and palaeogeographic conditions. Therefore, the study of the aeolian sandstones is of great significance for the understanding of the Earth's history. The macroscopic and microscopic characteristics of the aeolian sandstones are summarized, and then the relationship between aeolian systems and palaeoclimatology and palaeoenvironments are explored in this review. At present, the studies of aeolian deposits are mostly concentrated on the aeolian dune architectures and depositional-diagenetic processes from aeolian dunes to aeolian sandstones, and numerous new achievements have been made in the aspects of genetic mechanisms of aeolian dunes, computer modelling, 4-D temporal and spatial modelling for the preservation of aeolian sandstones, aeolian facies models of dynamic dune and interdune accumulations. More attention in China should be paid to the genetic mechanisms, depositional processes, aeolian facies model, sedimentary environments, and aeolian stratigraphic-tectonic framework with the aid of high-resolution seismic, gravity and magnetic survey, well logs and laboratory techniques aiming at improving the understanding of aeolian deposition and recognition of microenvironments of aeolian sandstones deepening the palaeogeographic studies, and the exploration of petroleum and gas and water resources. Owing to the importance to palaeoclimatology and pelaeoenvironmental reconstruction, the study of aeolian sandstones will be full of opportunities in the future.