High‐latitude dust (HLD) depositions on four glaciers of James Ross Island (the Ulu Peninsula) were analysed. The deposition rate on the selected glaciers varies from 11.8 to 64.0 g m−2, which is one order of magnitude higher compared to the glaciers in Antarctica or elsewhere in the world. A strong negative relationship between the sediment amount and altitude of a sampling site was found. This is most likely caused by the higher availability of aeolian material in the atmospheric boundary layer. General southerly and south‐westerly wind directions over the Ulu Peninsula – with exceptions based on local terrain configuration – help to explain the significantly lower level of sediment deposition on San Jose Glacier and the high level on Triangular Glacier. X‐ray fluorescence (XRF) spectrophotometry was used to estimate the relative proportions of the main and trace (lithophile) elements in the sediment samples. Both the sediment amount and the XRF results are analysed in a depth profile at each locality and compared among the glaciers, suggesting long‐range transport of fine mineral material from outside James Ross Island. The distribution of aeolian sediment among the glaciers corresponds well with the prevailing wind direction on the Ulu Peninsula. © 2020 John Wiley & Sons, Ltd.