Loess research has a long tradition since the 19th century. After loess sediments were assigned an eolian origin and the focus was on loess stratigraphy and buried soils, the disputes evolved on loess provenance, transport direction, and accretion processes. Later, loess gained importance as a rich archive of paleoclimatic information. In this contribution, a general overview is presented of loess proxies for paleoclimatic reconstruction. This is derived directly from loess sediment properties and secondary weathering indices in the buried soils within the loess. Novel analytical techniques offered renewed perspectives for more precise and higher-resolution loess chronology, local and regional paleoclimatic reconstruction, and hemispheric-scale geographical correlation between sequences, alluding to and tuning with the global climates. The general evolution in loess paleoclimatic research is complemented here with an overview of the historical and modern evolution in regional loess research, specifically in Europe, Asia, and the Middle East.