Clay mineralogy and its palaeoclimatic interpretation of the early-Eocene (∼53.3–49.70 Ma) sediments at Lulehe, Qaidam basin, northwest China, were investigated using optical microscopy, scanning electron microscopy (SEM), and X-ray diffraction (XRD). The interval of ∼53.3–49.70 Ma, including the early-Eocene climate optimum (EECO) with isotopic events, was the transition period of “greenhouse” to “icehouse”. Climate changes during the episode were documented in the sediments and were expressed by the proportion of clay species and clay indices, as well as by the proportion of non-clay minerals, gypsum, halite and calcite. Our results suggest that a warm and humid climate prevailed over the period ∼53.3–52.90 Ma, followed by a warm and seasonally dry and humid climate in the period ∼52.90–51.0 Ma and a subsequently warm and humid climate in the period ∼51.0–49.70 Ma. Three warmer and more humid intervals were observed at 52.7, 51.0 and 50.5 Ma based on clay indices. The climate evolution in the Qaidam Basin during the period derived from the clay mineralogical study is in good agreement with the early Eocene global climate change, and the warm and seasonally dry and humid episode in the early Eocene in Qaidam basin is a regional response to the global early-Eocene climate optimum.