Wind-water alternate erosion was the main form of soil erosion in the regions subjected to wind and water alternate erosion. The knowledge of effects of wind-water alternate erosion on soil particle size composition is very important to further in-depth research on coupling mechanism of the wind-water alternate erosions and its impact on the environment. In this paper, a simulated rainfall experiment was carried out in the State Key Laboratory of Eco-Hydraulic Engineering at the Xi’an University of Technology in China from July to August 2013, and particle size composition of the sediments down the sand-covered slope, as affected by rainfall intensity and thickness and length of the sand cover, was analyzed from September to October 2013, in order to further illustrate sediment yielding process of the erosion on sand-covered slopes. The study on variation of the particle size composition of the sediments down the sand-covered slope, as affected by rainfall intensity and thickness and length of the sand cover, was done with the aid of the statistic indices of the Malvern 2000 calculation samples,, including the median particle diameter d50, maximum particle diameter and mean, particle diameter. Enrichment rate and fractal dimension were worked out, and SPSS18.0 was used to analyze relationships of the characteristics of their particle size composition with d50, fractal dimension and enrichment rate. Results show that after the slope was covered with sand, clay and silt decreased by 0 ~ 18% and 11% ~ 29% in content, and by 0.7% ~ 17% and 11% ~ 29%, in enrichment rate, respectively, while sand increased by 17% ~ 48% in content and by 17% ~ 51% in enrichment rate. The erosion sediment was dominated with coarse particles., In the two test soils (loess and sand), only the clay enrichment rate was higher than 1 and with the sand cover increasing in thickness (length), fractal dimension of the erosion sediment decreased, but d50 increased; on the sand-covered slope, the initial 0 ~ 10 minutes of runoff flow contained a large volume of silt and sand; and thickness (length) of the sand cover on the slope was higher than rainfall intensity in effect on fractal dimension and d50.