The Neogene eolian deposits in the Chinese Loess Plateau (CLP) are one of the most useful continental deposits for understanding climatic changes. To decipher Late Neogene paleoclimatic changes in the CLP, we present a terrestrial mollusk record spanning the time interval between 7.1 and 3.5 Ma from the western CLP. The results indicate four stages of paleoclimatic evolution: From 7.1 to 6.2 Ma, cold and dry climatic conditions prevailed as evidenced by high values of the total number of cold-aridiphilous (CA) mollusk species and by low values of all of the thermo-humidiphilous (TH) mollusk indices. From 6.2 to 5.4 Ma, the climate remained cold and dry but was not quite as dry as during the preceding phase, as indicated by the dominance of CA mollusks and more TH species and individuals. From 5.4 to 4.4 Ma, a warm and moist climate prevailed, as indicated by high values of the TH species and individuals and by the sparsity of CA species and individuals. From 4.4 to 3.5 Ma, all of the CA indices increased significantly and maintained high values; all of the TH indices exhibit high values from 4.4 to 4.0 Ma, an abrupt decrease from 4.0 Ma and a further increase from 3.7 Ma. The CA species of Cathaica pulveraticula, Cathaica schensiensis, and Pupopsis retrodens are only identified in this stage, indicating that the CA species were diversified and that the climate was becoming drier. Moreover, the CA mollusk group exhibits considerable diversity from 7.1 to 5.4 Ma when a cold, dry climate prevailed; whereas the diversity of the TH group was high during the relatively warm, wet interval from 5.4 to 4.4 Ma. This indicates that variations in the diversity of the CA and TH mollusk groups were closely related to climatic changes during the Late Miocene to Pliocene.