One or several preserved gravel layers can be found in the loess in Shandong Province, eastern China, but they are rarely studied. Accordingly, this study aimed to investigate the fabric characteristics of gravel layers (G1, and G2) and the sedimentary characteristics of loess at the typical and well‐preserved Heiyu section (HY) to determine the paleoclimatic changes during Marine Isotope Stage 3a. Results showed that the optically stimulated luminescence ages of HY formation ranged from 0.26±0.02 ka to 39.00±2.00 ka. In addition, ages of G1 and G2 were estimated using the Bayesian model to be 39.60–40.50 and 29.00–29.50 ka. G1 and G2 were mainly composed of fine and medium gravel, both of which were subangular to subrounded limestone, and the gravel directions were NE and E. Furthermore, the average flow velocity, average depth, and flood peak flow of G1 were calculated using the flow energy method to be 1.10 m/s, 0.49 m, and 37.04 m3/s, respectively, whereas those of G2 were 0.98 m/s, 0.38 m, and 18.38 m3/s, respectively. Analysis of climate proxy indices showed that the sedimentary environment of the gravel and loess in HY may be a regional response to global change.