The naturally formed aeolian sand dunes in northern Shaanxi exhibit unique engineering characteristics. Several challenges, such as the poor self-stabilization ability of the surrounding rock, difficultly in injecting grout, and insufficient construction experience, restrict the construction of road tunnels under this stratum. Therefore, in this study, a case study of the Shenmu No. 1 tunnel was conducted to investigate the engineering characteristics of aeolian sand tunnels, compare the grouting effects of commonly used grouting materials, and discuss the reinforcement effects of different construction schemes in aeolian sand tunnels. Based on a field grouting test, it was determined that it is difficult to inject ordinary cement grout into an aeolian sand layer. Furthermore, it was determined that superfine cement grout and modified sodium silicate grout can be injected, but the former exhibits a poor reinforcement effect. Additionally, results of numerical analysis indicated that an approach based on a concept of “horizontal jet grouting pile + benching partial excavation method with a temporary invert” is suitable for the construction of tunnels in aeolian sand in China.