Abstract: We discuss the history of exploration of Red Clay vertebrate fossils of the Loess Plateau, and record observations on “Hipparion Red Clay” localities of Shanxiand Gansu provinces. Red clay is widespread across the Loess Plateau, but misleading as a descriptive term because many deposits are neither red nor dominated by clay-size sediment. Many red clay sequences contain paleosols, but also water-laid deposits. Our survey includes well-known localities of Yushe Basin, Renjiagou and Leijiahe near Lingtai, and sites of Qingyang and Qin’an. We discuss fossils found at Renjiagou, a new discovery of micromammals (Pliopentalagus) from Yucun, and Pliocene burrows observed at Hujiacun, both latter localities northeast of Lingtai. Observations are consistent with a high rate of supply of clay sized particles, likely air-fall origin, throughout the Loess Plateau during the Late Miocene. In some areas where fluvial or lake processes dominate, red clay particles are replaced in part or completely by water-laid coarse-grained deposits. We saw no evidence for a dry Late Miocene-Early Pliocene, but rather hypothesize well-watered habitat of high productivity. Locally diverse vertebrate fossils attest to high terrestrial biomass for Hipparion faunas.