Eolian deposits accumulated in the Chinese Loess Plateau (CLP) are valuable archive for reconstruction of paleoenvironmental change in East Asia. The source area of the eolian deposits in the CLP is correlated with the evolution of past atmospheric circulation of East Asia, so it is highly focused by researchers. However, the controversies are still being debated. During the past, methods of geochemistry (isotope geochemistry, element geochemistry, and detrital zircon U-Pb age), mineralogy (dolomite, heavy mineral composition), optically stimulated luminescence (OSL) sensitivity, electronic spine resonance (ESR) signal intensity, environmental magnetism, meteorological observation and modeling, and geomorphic methods were applied to track the source area of the eolian deposits by comparative study of the sediments in the CLP and the potential source areas (e.g., gobi and deserts in north China and the northeast Qinghai-Tibet Plateau) surrounding the CLP. The results show that the source area of eolian deposits in the CLP lies in the north and northwest of the CLP, and northeast Qinghai-Tibet Plateau, the Alashan Plateau (Badan Jaran desert, Tengger desert), Tarim basin and Mongolia would be the most important source areas. The controversies mostly focus on which detail area can be the source area of the eolian deposits in the CLP and whether the source area changed temporarily and spatially. Recent provenance studies of the eolian deposits in the CLP are mainly concentrated on the Quaternary loess deposits, but the studies of older deposits are relatively few. Thus, more methodologies of tracing the source area of eolian deposits and more studies for provenance of eolian deposits which accumulated before Quaternary would be the main task in the future.