In order to clarify the source and sedimentological significance of the climbing dunes on the Qinghai-Tibetan Plateau and reveal its formation mechanism, the climbing dunes section samples were collected in the Tola Hai River, and the grain size and geochemical characteristics of the different terrain parts of the climbing dunes were analyzed. The results showed that the grain size of the climbing dunes of Tola Hai River mainly consisted of very fine, fine and medium sand with an obvious aeolian sedimentary characteristic. The characteristic of particles varied in different terrain; the mean grain size became coarser from the riverbed to upwind slope, meanwhile, the sorting trended to be better, but the opposite trend was observed from the upwind slope to the leeward slope. The geochemical evidence indicated that in the climbing dunes of Tola Hai River, Si, Al and Ca were the dominant elements. Compared with the upper continental crust (UCC), all the elements except Co, As, CaO and SiO₂ appeared to a depletion status. The distribution of chemical elements in different terrain was similar, and there was a good correlation between constant oxides, indicating that they had similar sedimentary environment. The A-CN-K ternary diagram and the CIA index showed that chemical weathering of the surface sediments in the climbing dunes was in a low degree, most of the chemical elements had no significant weathering or migration, and the whole was in the stage of early Na and Ca. Moreover, A-CNK-FM ternary diagram showed that the spatial distributions of Fe and Mg were different in the whole section and the loss of Fe and Mg was mainly caused by sorting action of wind. All the chemical weathering index, including CIA, A-CN-K and A-CNK-FM, presented that different topographic parts were in different weathering degrees, the weathering degree of the river bed was the weakest, the weathering degree of the upwind slope was the strongest. The source of the riverbed and river terrace was diverse, while the source of windward slope and leeward slope was relatively single, which may be caused by ancient dunes activated and local sand source or local accumulation. Therefore, we preliminarily believed that the formation of the climbing dunes in the Tola Hai River has undergone two stages:the first was the formation of the ancient dunes and the second was the formation of modern climbing dunes. On different spatial scale, the physical and chemical characteristics of the surface sediment of climbing dunes were related to the difference between power of wind and hydrodynamic force, reflecting the response of the sediment to the interaction of wind and water.