Geochemical methods are the most widely used techniques for tracing the provenance of loess. However, the geochemical composition of loess can be influenced by particle size effect (PSE), potentially impacting the accuracy and reliability of provenance tracing. To date, no systematic and quantitative assessment has been conducted to evaluate the PSE on the geochemical indicators of loess. Using loess samples from northern and southern China, we conducted a detailed investigation of major, trace, and rare earth elements (REEs), as well as Sr-Nd isotopes, across six particle size fractions to quantitatively assess the impact of particle size on loess geochemistry. The results show that most elements in loess are significantly affected by the PSE, which is driven by several mechanisms. Mineral sorting primarily affects the PSE of major elements, while chemical weathering enhances the PSE of both major and trace elements, and colloidal adsorption mainly contributes to the PSE of trace elements and REEs, particularly heavy rare earth elements. We recommend selecting a size window of 10-50 mu m (or 16-32 mu m) for loess provenance tracing, rather than using fractions smaller than 20 mu m. Furthermore, we identified nine elemental indicators-Zr/Hf, delta Eu, La/Sm, Sm/Nd, La/Nd, Y/Ho, Y/Er, Ho/Er, and Yb/Lu-that are independent of particle size. The major elemental ratio K2O/Al2O3 can serve as a valid tracer only in arid and semi-arid regions. For Sr-Nd isotopes, 143Nd/144Nd is two orders of magnitude less affected by the PSE than 87Sr/86Sr and should be prioritized for provenance studies of loess.