Across the Miocene-Pliocene boundary (MPB; 5.3 million years ago, Ma), late Miocene cooling gave way to the early-to-middle Pliocene Warm Period. This transition, across which atmospheric CO₂ concentrations increased to levels similar to present, holds potential for deciphering regional climate responses in Asia-currently home to more than half of the world's population- to global climate change. Here we find that CO₂-induced MPB warming both increased summer monsoon moisture transport over East Asia, and enhanced aridification over large parts of Central Asia by increasing evaporation, based on integration of our ~1-2-thousand-year (kyr) resolution summer monsoon records from the Chinese Loess Plateau aeolian red clay with existing terrestrial records, land-sea correlations, and climate model simulations. Our results offer palaeoclimate-based support for 'wet-gets-wetter and dry-gets-drier' projections of future regional hydroclimate responses to sustained anthropogenic forcing. Moreover, our high-resolution monsoon records reveal a dynamic response to eccentricity modulation of solar insolation, with predominant 405-kyr and ~100-kyr periodicities between 8.1 and 3.4 Ma.