The geochemical characteristics of aeolian and surface materials in potential source areas of dust are frequently employed in environmental reconstructions as proxies of past climate and as source tracers of aeolian sediments deposited in downwind areas. However, variations in the geochemical characteristics of these aeolian deposits that result from near-surface winds are currently poorly understood. In this study, we collected surface samples from the Ala Shan Plateau (a major potential dust source area in Central Asia) to determine the influence of aeolian processes on the geochemical characteristics of aeolian transported materials. Correlation analyses show that compared with surface materials, the elements in transported materials (e.g., Cu, As, Pb, Mn, Zn, Al, Ca, Fe, Ga, K, Mg, P, Rb, Co, Cr, Na, Nb, Si, and Zr) were subjected to significant sorting by aeolian processes, and the sorting also varied among different particle size fractions and elements. Variations in wind velocity were significantly correlated with the contents of Cr, Ga, Sr, Ca, Y, Nd, Zr, Nb, Ba, and Al, and with the Zr/Al, Zr/Rb, K/Ca, Sr/Ca, Rb/Sr, and Ca/Al ratios. Given the great variation in the geochemical characteristics of materials transported under different aeolian processes relative to those of the source materials, these results indicate that considerable uncertainty may be introduced to analyses by using surface materials to trace the potential source areas of aeolian deposits that accumulate in downwind areas.