A-er-zgai Grottos, located in Ottok Banner, Ordos city, Inner Mongolia, dated from Northern Wei to the beginning of Qing Dynasty, mainly in Yuan Dynasty, are the only Buddhist Grottos Relics in the plain area to the north of the Great Wall. Nowadays, all the sculptures of the Grottos have been completely damaged, while nearly 2000-square-meter wall painting remain. In order to better understand the technique of the wall paintings and the nature of the pigments used, 24 samples from 6 of the caves are examined by polarized light microscopy and X-ray diffraction. The result showed that the mural was firstly prepared with mud-grass structure, then painted with calcite as background, and finally painted with cinnabar, red lead, atacamite, calcite, and azurite on top. The characteristics of A-er-zhai Grottos mural pigments are given and comparison with several famous archaeological sites is outlined.