Based on the fractal theory, the fractal dimension (D) of the grain-size of the loess in Gansu province was calculated. The results showed that the statistical self-similarity of grain-size distribution existed in the loess. With the varying of space and deposited time, the characteristics of fractal dimension (D) of the loess grain-size changed obviously. The fractal dimension values in the loess ranged from2.29 to 2.56. In addition, the fractal dimension related closely with the degree of sorting. The higher the sorting coefficient, the bigger the fractal dimension. All these proved that fractal dimension values reflected the characteristics of deposition and evolution of the loess. Furthermore, the relationship between fractal dimensions and physical, hydraulic and mechanical properties of the loess, namely, the engineering geological property of the loess, was analyzed. All these suggested that this parameter could also serve as an index for climatic zoning, just as the indexes of topography, landform, hydrology, climate, and so on.