In this article, through aeolian sand sample study in Inner Mongolia Baotou area, to determine the aeolian sand maximum dry density and optimum moisture content. On this basis, the aeolian sand cohesion and internal friction angle were measured by the quick direct shear test when aeolian sand was at the optimum moisture content and near the most largest compactness. And the bearing capacity of retaining wall model which regarded aeolian sand as fillers was determined. Then bearing capacity change of aeolian sand wrapped before and after was compared. Experimental results showed that: when the aeolian sand was in the wet and compacted state, its cohesion was 3.31 kPa and internal friction angle was 36.8 degrees. The aeolian sand bearing capacity was 153.8kPa by the plate loading test. The aeolian sand wrapped with a geotextile bearing capacity was 194.1kPa. Through the aeolian sand research of Baotou area, it provides a useful reference for the construction of highway and railway and application of wrap-reinforced retaining wall which is a new retaining structure in the region, and the aeolian sand is treated as a special filling material in these structures.