With a area of about 1.13×105 km2 , Gansu loess plateau can be divided into two parts, west Gansu loess hill-gully region and east Gansu loess plateau gully region from the physical geographical point of view. It is one of the most severe soil erosion areas of the loess plateau. The fragile ecology and overloaded population have entailed great pressure on this region. It has been proposed that soil and water conservation and ecological construction are the basis and safeguard for the sustainable development of the whole area. Based on analysing the existing problems and its main causes in soil and water conservation, and on the on-the-spot investigation and comparative study, we have put forward the orientation of ecological construction of Gansu loess plateau, that is, (1) foster the thought of sustainable developmental ecological construction; (2) take the ecological construction road of establishing eco-agriculture of soil and water conservation pattern, and developing small watershed eco-economy; (3) implement strategic systematic engineerings of ecological construction which can make peasants rich．