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Rivers flow across aeolian dunes and develop braided stream channels. Both aeolian and fluvial sediment supplies regulate sediment transport and deposition in such cross-dune braided rivers. Here we show a significant selective deposition in response to both aeolian and fluvial sediment supplies in the Ulan Buh desert braided channel. The Ulan Buh desert is the main coarse sediment source for this desert braided channel, and the mean percentage of the coarser ( 0.08 mm) grains on the aeolian dunes surface is 95.34 %. The lateral selective deposition process is developed by the interaction between the flows and the aeolian–fluvial sediment supplies, causing the coarser sediments ( 0.08 mm) from aeolian sand supply and bank erosion to accumulate in the channel centre and the finer fluvial sediments ( 0.08 mm) to be deposited on the bar and floodplain surfaces, forming a coarser-grained thalweg bed bounded by finer-grained floodplain surfaces. This lateral selective deposition reduces the downstream sediment transport and is a primary reason for the formation of an “above-ground” river in the braided reach of the upper Yellow River in response to aeolian and fluvial sediment supplies.