The loess-paleosol-red clay sequence in the Chinese Loess Plateau provides a record of the evolution of atmospheric circulation and monsoon climate over East Asia during the last 7--8 Ma. Detailed analyses of the Baishui and Jingchuan sections show that the grain size of eolian loess increased abruptly at about 2.75 Ma, which is accompanied with a reversal of depositional pattern from the red clay to loess-paleosol deposits, suggesting that the dust transporting circulation was reorganized. This is the earliest clear expression of the East Asian winter monsoon intensification at the Pliocene-Pleistocene climate transition, coincident with the initiation of major Northern Hemisphere glaciation over the Eurasian Arctic and Northeast Asia, implying that at the early stage of the Pliocene-Pleistocene global cooling the East Asian winter monsoon circulation had been closely linked with the build up of ice sheet and climate changes over the high latitudes of Northern Hemisphere. The intensified winter monsoon winds would have in turn acted as an important positive feedback in strengthening global cooling by increasing albedo and dust loading.