The provenance and aeolian–fluvial interaction are essential for understanding the formation and evolution of sandy land. However, the dune sediment source in the Horqin Sandy Land (HQSL), the largest semi‐stable sandy land in China, has been debated. Here, we collected 900 coarse (i.e., >63 μm) and 750 fine (i.e., <63 μm) detrital zircon (DZ) grains from surface sand in different spatial locations for U–Pb age analysis. The visual comparison largely shows remarkably similar zircon age characteristics throughout the HQSL, and the quantitative results of the inverse Monte Carlo modelling show the primary detrital contribution of the Central Asian orogenic belt (~50.5%–61.3%) to the HQSL. In contrast, the southeast of the HQSL is characterized by the absolute dominance of the North China Craton (~75.8%). The DZ age spectra in the western and northern HQSL are extremely similar but significantly different from the south, indicating the spatial heterogeneity of the HQSL. The DZ ages are largely unaffected by particle size sorting, except in the southeastern HQSL (e.g., the dramatically different detrital contribution of the North China Craton to the fine [52.4%] and coarse fractions [75.8%]). We argue that the aeolian–fluvial interaction and the resulting sedimentary sorting and recycling are responsible for the DZ age characteristics of the HQSL. We confirm that the DZ ages of the HQSL are a faithful record of the tectonic‐magmatic events, for example, the North China Craton massif collision and collusion, the Paleo‐Asian Ocean subduction and closure, the Mongolian‐Okhotsk Ocean plate subduction and the paleo‐Pacific Ocean subduction and retreat. Finally, this study suggests that caution must be exercised in interpreting the paleoclimatic record and the aeolian deposit source investigations due to the spatial heterogeneity and the complex wind‐fluvial interactions in the HQSL.