The composition of single-grain detrital zircons is an effective provenance indicator of loess, and sheds new light on dust formation and transportation. Here we review the features of detrital zircons and their use as a provenance indicator, including internal structure, trace element, U-Pb age spectrum and Hf isotopic compositions, and present a case study from the Horqin sandy land and its surrounding loess. The loess samples have detrital zircon age peaks in range of 2600-2300, 2100-1600, and 600-100 Ma, of which the 2600-2300 Ma zircon grains mainly have positive E > (Hf)(t) values (-3.4-8.7), the 2100-1600 Ma zircon grains mainly have negative E > (Hf)(t) values (-10.1-6.8), and the 600-100 Ma zircon grains have a variable E > (Hf)(t) values ranging from -21 to 15.9. The detrital zircon signatures of the loess are similar to the Horqin sandy land, but clearly different from the Chinese Loess Plateau and central-western deserts, implying that the loess is transported mainly from the Horqin sandy land in the Last Glacial period. Comparing these with neighboring tectonic units, we found that zircon populations at 2600-2300, 2100-1600, and 600-100 Ma with negative E > (Hf)(t) values may come from the northeast North China Craton (NCC), and those at 600-100 Ma with positive E > (Hf)(t) values may come from the east Central Asian Orogenic Belt (CAOB). It is estimated that the two sources contribute equally to the Horqin sandy land and the surrounding loess.