The Mu Us sandy land in China’s Shaanxi Province faces a critical water shortage, with its aeolian sandy soil endangering the regional eco-environment. Here we investigated the effects of feldspathic sandstone on water retention in an aeolian sandy soil from the Mu Us sandy land. Feldspathic sandstone and aeolian sandy soil samples were mixed at different mass ratios of 0:1 (control), 1:5 (T1), 1:2 (T2), and 1:1 (T3). Soil-water characteristic curves were determined over low- to medium-suction (1–1000 kPa) and high-suction (1000–140 000 kPa) ranges, by centrifuge and water vapor equilibrium methods, respectively. Results showed that the addition of feldspathic sandstone modified the loose structure of the aeolian sandy soil mainly consisting of sand grains. The van Genuchten model described well the soil-water characteristic curves of all four experimental soils (R2-values > 0.97). Soil water content by treatment was ranked as T2 > T3 > T1 > control at the same low matric suction (1–5 kPa), but this shifted to T2 > T1 > T3 > control at the same medium- to high-suction (5–140 000 kPa). T2 soil had the largest saturated water content, with a relatively high water supply capacity. This soil (T2) also had the largest field capacity, total available water content, and permanent wilting coefficient, which were respectively 17.82%, 11.64%, and 23.11% higher than those of the control (P-values < 0.05). In conclusion, adding the feldspathic sandstone in an appropriate proportion (e.g., 33%) can considerably improve the water retention capacity of aeolian sandy soil in the study area.