Geochemical characteristics of detrital sandstones provide an extremely important trace and indication for provenance, paleoclimate, depositional environment and properties of source rock. On the basis of field geological investigation, the authors studied the characteristics of trace and rare elements of the sandstones and probed into the features of depositional environment, paleoclimate and provenance by analyzing the change of the trace and rare element components of the sandstones. Sampling was conducted along the section of well-developed outcrops, and the weathered and altered samples were rejected under a microscope. The trace element content of sandstone samples collected from Gonjo Formation was determined by inductive coupling plasma mass spectrometry (ICP-MS). The sedimentary environment and properties of the source region of the sandstones in the Gonjo Formation were also investigated by means of ratios of Sr/Ba, Ce/Ce^*, Th/Sc, Th/U and La/Th as well as graphic interpretation of depositional structure background and cross-analysis of such multiple parameters as La/Sc-Co/Th, Th-Hf-Co, Th/Sc-Sc and La/Yb-∑REE. The results show that cerium was subjected to deficiency, and that the physicochemical properties of water bodies belonged to the oxide environment, because the ratio of Ce/Ce^* is between 0.80 and 0.93, and the index of Ce_anom is between -0.34 and -0.5. The values of deep source elements in trace elements are lower than the average value of earth crust claystone, which indicates that the sources of sediments were mainly derived from terrestrial material. Terrestrial elements and the average of earth crust clayrock are evenly matched, which reflect high deposition rate. The ratios of trace elements show obviously that the sedimentary environments were of fresh water quality, oxidizing environments and arid torrid climate during the period of the deposition of Gonjo Formation in the Paleogene basin, with the further deposition of the sediments consisting of salt, gypsum and marl. The LREE content is obviously enriched in comparison with the HREE content, with negative Eu anomalies shown in the chondrite aerolite standard pattern of sandstone of Gonjo Formation. However, the LREE content is slightly enriched, with indistinct Eu anomalies shown in the North American shale standard pattern of sandstone, which suggests that the depositional environment was an oxidizing environment with typical sedimentary characteristics. Based on an analysis of the ratios of trace elements such as Th/Sc, Th/U and La/Th as well as an analysis of such diagrams as La/Yb-∑REE, the authors have arrived at the conclusion that the diverse sources mainly came from felsic source region of the upper crust, and that their original rocks were sedimentary rocks, acid volcanic rock and tholeiite.