Environmental magnetism, including the use of magnetic susceptibility (MS), has formed the backbone of analyzing past terrestrial climate dynamics recorded in loess deposits world-wide. However, the nature of MS signal response and frequency dependence (χ_FD) varies between loess sequences, which can limit the applicability of the approach. Here, we explore how measuring MS using multiple alternating-current field frequencies can transform our understanding of the past climate record in loess. We compare loess MS data measured at 15 different frequencies from diverse environments across the Northern Hemisphere, and provide high-resolution data for a late Quaternary loess-paleosol section in Tajikistan. Additionally, we study the magnetic mineral composition in selected Tajik loess samples using rock magnetic methods and Raman spectroscopy and assess the usefulness of calculating superparamagnetic nanoparticle (SP) size distributions from multi-frequency magnetic susceptibility. Our results demonstrate that using this approach to determine χ_FD has several advantages over widely used dual-frequency approaches: (a) Inclusion of a wider grain size range of magnetism-bearing SP particles in measuring χ_FD, allowing for a more complete analysis of the environmental drivers behind the MS signal; (b) Higher sensitivity of the χ_FD palaeoclimate proxy to climatic changes; and (c) Increased statistical meaningfulness of the χ_FD proxy by allowing quantification of uncertainty. Our approach is particularly beneficial for understanding sites characterized by low-susceptibility samples and potentially diverse processes of magnetic enhancement. However, we advocate its routine use even in more typical loess sequences due to its greater sensitivity to climatic changes and better understanding of inherent proxy uncertainties.