The loess gullied-hilly area of the Loess Plateau in North china is one of the most severely eroded regions in the world with a mean annual soil loss rate more than 10000 t/km².Base on data from gauging station and the published data from other Chinese research, we discuss whether vegetation reduces soil loss by reducing runoff volume, or rather by changing runoff-sediment yield relationship at four scale levels: plot, entire hillslope(including both inter-gully and gully slope) , subwatershed and watershed. At the plot scale level, vegetation helps reduce soil loss not only by reducing runoff volume, but also by changing the runoff-sediment yield relationship, leading to higher sediment-reduction efficiency than runoff-reduction efficiency. However, at the entire hillslope, where gully erosion and mass wasting process are dominant, vegetation measures are insufficient to control local mass movement, implying that sediment supply is abundant so that flow can achieve its sediment transport capacity even after vegetation is established. It is also hard for vegetation to change gully topography and other hydraulic parameters, by which transport capacity of water flow is largely determined, so it is inferred that vegetation cannot change runoff-sediment yield relationship at the entire hillslope scale. Similarly, at the sub- to large watershed scale levels, due to an unchanging channel transport capacity and consistently sufficient eroded material caused mainly by mass movement before and after vegetation is planted, vegetation reduces soil loss only by reducing runoff volume, leading to a sediment-reduction efficiency that is equal to runoff-reduction efficiency. The analysis of data collected during a 15-year monitoring period shows that two neighboring sub-watersheds (one of which was cultivated with no conservation practices, and the other was cultivated with hillslope and vegetation measures) have the same runoff-sediment yield relationship, meaning that given the same runoff volume, the same sediment yield will be observed at the outlets of these two watersheds. Further, the larger the watershed, the less influence the hillslope process exerts on the runoff-sediment yield relationship. Because there is little chance for vegetation to change channel features, it is concluded that the larger the watershed, the more difficult it becomes for vegetation to change the runoff-sediment yield relationship.