In the paper, 22 typical watersheds were selected in the MCSR of middle reaches of Yellow River to probe the fractal characteristics of CJs. The ASTER GDEM was used as the basic data sources, and the box dimension (BD) and correlation dimension (CD) were used to measure the difference of the spatial patterns of the CJs. In addition, the meanings and the influence factors of BD and CD were discussed. Finally, a cluster analysis was performed based on BD and CD to investigate the difference of soil erosion. (1) The results shown that the fractal characteristics of CJs were clear, while the dimension value changed with the measure methods. Among the 22 watersheds, if one’s BD was bigger than others, so did it’s CD. (2) The results also shown that the CJs’ fractal characteristics were relevant with the geomorphologic types of Loess Plateau. Although the value of BD and CD was different in different watersheds, while the sorted groups always remained the same, which were sorted as Loess Ridge-hillock gully, broken Loess plane, Loess Ridge gully, Loess plane, Loess hill, Loess Hillock-ridge gully and wind erosion Loess sand dunes. (3) When BD and CD were used as the main input parameters in the procedure of cluster analysis, the results shown that the 22 watersheds can be divided into 4 groups. The groups can be classified into 4 different erosion ones, namely serious erosion regions, strong erosion regions, medium erosion regions and light erosion regions. All in all, the results shown that the fractal dimensions can be used to depict the different patterns of CJs in Loess Plateau, and that maybe can be regarded as the indicators of erosion of loess gullies.