Due to the lack of a deep understanding of the anisotropic microstructure of a loess-paleosol sequence and its significance for engineering and paleoclimate, this study describes a micromorphological investigation of a loess-paleosol sequence (including layers of L₀-S₉) with an approximate 56.4 m thickness on the southern edge of the Chinese Loess Plateau. The results demonstrate that the microstructure of the loess changes significantly with the burial depth. The coarse particles gradually evolve into aggregates, flocculates, and even coagula. Correspondingly, the main contact relation changes from point-contact to face-cementation, with pore forms changing from space pores to intergranular pores, and the cementation degree from poor to moderate. However, the changes in the paleosol microstructure with the burial depth are slight. The cementation degree of skeleton particles in the paleosol is high, and paleosol's structure is denser. The loess and paleosol are the marks of a dry-cold climate and a warm-humid climate, respectively, and are used in the reconstruction of the paleoclimate. The grain-size composition of the loess-paleosol also verifies this conclusion. The various pore area ratios decrease with the burial depth, especially the macropore area ratio. In the loess layer, these ratios in the horizontal section are larger than those in the vertical section, but it is the opposite in the paleosol layer. The anisotropic engineering properties are interpreted by this anisotropic microstructure of the loess-paleosol, which is controlled by the sedimentation and pedogenesis in different paleoclimates.