Soil percolation is an important part of the water cycle and water balance in sandy land. Accurately estimating this component could enhance understanding of the distribution, transfer, and transportation processes for rainfall in sandy land. In this study, the percolation at 50 cm, 100 cm, and 200 cm depth in a typical mobile sandy dune on the Mu Us sandy land was monitored in real time using a YWB-01 percolation recorder. The soil percolation characteristics in sandy land under rainfall conditions were analyzed, and the following conclusions were drawn: (1) under rainfall conditions, the percolation process between April and June, 2016 in the three layers was not obvious. From July, the consistency of the percolation and rainfall processes gradually weakened as depth increased. (2) The total percolation days and the continuous percolation days rose when depth increased, but the total percolation, daily percolation, and the daily percolation fluctuation gradually decreased. The proportion of the number of days of percolation > 10 mm and the percolation amounts on those days decreased. (3) The results showed the percolation response to rain weakened as depth increased, and that monthly percolation and monthly rainfall were the most closely related according to the correlation analysis and the linear fitting between rainfall and percolation by day, week, half-a-month, and month.