Taking samples of different depths of Q₃ loess at the exploratory well of Heping Town in Lanzhou, the particle analysis was made in the laboratory. The conventional physical and mechanical indexes were measured, as well as the coefficient of collapsibility of soil samples with different depths. The collapsibility of loess in this area is mainly medium and weak collapsibility, and a small amount of loess is collapsible. The peak of collapsibility coefficient decreases gradually with the increase of depth, and the sensitivity of collapsibility is general. The sandy loess with different depths will show different collapsibility under different pressures. As the Loess horizon deepens, the influence of upper load on Collapsibility gradually decreases. Under the same pressure, the collapsibility coefficient of the upper and middle loess is larger, and the collapsibility coefficient of the lower loess is smaller.