In this paper, the clastic samples from Jurassic Ahe-Qigu Formations in Kuche depression were collected. Combining the methods of synchronous pick-up and centrifuge based on Stokes Law, the authors separated the samples into five grades, namely above 20 μm, 20～5 μm, 5～2 μm, 2～0.2 μm and below 0.2 μm. The SEM analysis shows different clay characteristics for different particle sizes. In 20～2 μm, the existence of flaky clays suggests that the clays are mostly detrital clays; in <2 μm, the clays are mostly autogenic clays inthe form of aggregates. The XRD analysis shows the clay minerals are mostly illite, kaolinite, chlorite and mixed-layer illite/smectite. The mixed-layer illite/smectite is mainly concentrated in <0.2 μm particles. The amount of kaolinite increases with coarsening lithology. In early Jurassic, the amount of kaolinite is high, but in late Jurassic, when the environment changed from dry to humid, the amount of kaolinite decreased and that of illite increased. An analysis of clays with different geneses contributes to further study of the sedimentary environment and diagenetic process.