Abstract Earth’s orbital precession is expected to have a sustained impact on global climate. However, existing sedimentary records from the westerlies‐influenced arid Central Asia (ACA) during the early Pleistocene are dominated by ∼41‐kyr obliquity cycles. Here, we present the first clear evidence of dominant ∼21‐kyr precession cycles in terrestrial climate proxy records from ACA during this period. We show that the ratio of anhysteretic remanent magnetization susceptibility (χARM) to low‐frequency magnetic susceptibility (χlf) in loess sediments is a robust proxy for paleoprecipitation. A ∼600 ka χARM/χlf record from loess deposits in western ACA exhibits clear ∼21‐kyr cycles between ∼2.24 and 2.05 Ma, when the regional climate was dry and the pedogenic intensity was weak. These findings shed new light on the role of precession in driving hydroclimate variability and underscore the importance of low‐latitude insolation forcing across the mid‐latitude arid regions of Asia.