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Clues of climate change on the Alashan Plateau since the last glacial period (40 ka) are important for revealing the mechanism of desertification of middle-latitude deserts in the Northern Hemisphere (NH). Studies are still rare for the understanding of the specific relationship of climate changes between the Alashan Plateau and the global. Based on a systematic and comparative analysis of the existing research in China and the international academic community, this paper reviews the environmental evolution history of the Alashan Plateau since the last glacial period from the records of paleo-environment and geomorphological characteristics in different deserts of the plateau (e.g., Badanjilin, Tenggeli, and Wulanbuhe). From about 40 ka to the end of the last glacial maximum, the climate on the plateau was wetter than it is today, and to the end of the Pleistocene, the climate was generally dry and the aeolian activities were enhanced. However, the climate was arid during the whole last glacial period in the Wulanbuhe Desert, evidently different from the overall pattern of the plateau. The Tenggeli Desert was characterized by an arid climate in the early Holocene. The most controversial events for the Alashan Plateau are the drought events in the middle Holocene in the Badanjilin Desert. The role and impact of the westerlies and the East Asian Summer Monsoon (EASM) systems on the climate change of the desert and even the whole plateau is a vexed question that brings different views in different periods. There is still a lack of definite evidence representing the events of global environmental change that occurred on the plateau during the discussed period. The distinctive morphology of dune mountains and the distribution of sand dunes are mutually indicative of the direction and energy of wind systems on the plateau. It is suggested that appropriate wind energy is the significant key to the desertification in these middle-latitude deserts on the plateau. From a global-scale review of climate change, the desertification of the modern-scale sandy desert landscapes on the Alashan Plateau is generally related to the global glacial period and the cold and dry climate during the past 40 ka. [ABSTRACT FROM AUTHOR]