Millions of residents woke to find their city covered in a thin film of yellow dust after the storm blew in from the border of China and Mongolia.
Some are wearing face masks and hospitals reported increased numbers of patients with breathing problems.
Such storms occur annually, but experts say desertification in western China is increasing their frequency in the east.
Scientists blame poor farming practices and drought for the expanding desert, which now covers a third of the vast country.
The authorities in Beijing have planted trees around the capital to try to stem the spread of the desert.