【Objective】Differences in Rare earth element (REE) content between different particle-size fractions of sediments make it more complex for geochemical tracing, thus affecting the reliability of using REE characteristics of a whole-rock sample as an indicator in provenance study. Moreover, by far the knowledge about geochemical characteristics of REE in loess relative to particle size fraction is very limited, and so is that about restraining factors of the particle-size effects, and influences and significance of the effects on and in tracing of the parent materials of loess in provenance. In this paper, systematic fractionation of the northern loess and the Xiashu loess samples collected separately in particle size was performed and REE contents of the samples were measured, so as to better understand REE distribution among different particle-size fractions of the loess and its affecting factors. 【Method】Samples of Xiashu Loess (XL) collected from Nanjing and Zhenjiang and loess from the Loess Plateau (LP) in Lingtai of Gansu Province were pretreated with the quiescent sedimentation method for fractionation in particle size, separately, into six fractions, i.e. <4 μm, 4~8 μm, 8~16 μm, 16~32 μm, 32~64 μm and >64 μm, and then REE contents in the six fractions of loess soil and the whole-rock samples were measured. 【Result】Results show: 1) significant differences in ∑REE existed between the two types of loess soils and in REE content between fractions of the soils, which indicates that obvious particle-size effect does exist on REE distribution. In practical terms, the effect is the most obvious in the fractions <4 μm and > 64 μm. In LP, REE accumulates in fraction <4 μm, but not in fraction >64 μm, while in XL, it does in both fractions and particularly in Fraction >64 μm; REE content does not vary much between the fractions in the middle, i.e. 4~8 μm，8~16 μm，16~32 μm and 32~64 μm and so the particle-size effect therein is not obvious; 2) the accumulation of REE in the fractions of <4 μm of both of the soils is characterized mainly by that of heavy REE (HREE), which is possibly governed by weathering-based soil formation and attributed to specific adsorption of HREE by Fe-Mn oxides in fine particles; and 3) in Fraction >64 μm of Xiashu Loess accumulates mainly LREE (light REE), which may be possibly related to the high content of titanite and some other minerals typical of nearby regions in the parent material of XL and suggests that the materials coarse in particle size in XL may come mainly from nearby regions through short distance transportation. 【Conclusion】All the findings in this study suggest that fraction＞64 μm may be the most sensitive one that can be used to distinguishes XL from LP in REE content. Whether or not fraction＞64 μm has an apparent accumulation of LREE is an effective indicator of the distinction. This study also demonstrates that the researches in the past used to analyze whole rock samples for REE, thus possibly glossing over the important tracing information, whereas REE analysis by fraction has a greater potential as indicator in provenance study of loess and therefore can be used to exposit in depth internal differences between particle size fractions and between heavy and light REE and to provide more accurate evidence for provenance study.