The depth of groundwater table is below 200 m in Dunhuang Mogao Grottoes area, an extreme arid desert area. The spatio-temporal distribution pattern of moisture in sand dune is measured by a minisize air humidity monitor under a coved canopy. There is continuous condensation water on canopy film at a rate of 1.25 g·m-2·d-1, which indicates that there exists continuous dune evaporation in this arid condition. The evaporation of groundwater is a principal source in addition to precipitation source. Experiment demonstrates that although dry dune layer severely restrains the moisture evaporation from dune, there is still evaporation during temperature rise; when the temperature comes down, dry sands not only draw moisture from under layers, but also absorb water from atmosphere. The discovery of moisture source in sand dune is significant for the protection of the cultural relics in Mogao Grottoes, and can also provide new thought for desertification control.