The hafnium and neodymium radiogenic isotope systems behave differently during Earth surface processes, causing a wide dispersion of Hf and Nd isotopic compositions in sediments and other sedimentary rocks. The decoupling between Hf and Nd isotopes in sediments is generally attributed to a combination of preferential sorting of zircon during sediment transport and incongruent weathering processes on continents. In this study, we analysed size-fractions of sediment samples collected near the mouth of 53 rivers worldwide to better understand the factors controlling the distribution of Hf and Nd isotopes in sediments. Our results for rivers draining old cratonic areas and volcanic provinces demonstrate that both granite and basalt weathering can lead to significant grain-size dependent Hf isotopic variability. While silt-size fractions mainly plot along the Terrestrial Array, World river clays are systematically shifted towards more radiogenic Hf isotopic compositions, defining together with published data a new Clay Array (εHf=0.78×εNd+5.23εHf=0.78×εNd+5.23). The Hf–Nd isotope decoupling observed in volcanogenic sediments is best explained by selective alteration of Lu-rich mineral phases (e.g. olivine) and preferential enrichment of resistant unradiogenic minerals, such as spinel and ilmenite, in silt fractions. We also show that the extent to which World river clays deviate from the Clay Array (ΔεHf clayΔεHf clay) is not linked to the presence of zircons. Instead, it correlates positively with weathering indices and climatic parameters (temperature, rainfall) of the corresponding drainage basins. Overall, these findings demonstrate that the distribution of Hf–Nd isotopes in clay-size sediments is related to a large extent to weathering conditions on continents, although the precise mechanisms controlling this relationship remain unclear. We finally propose that the Hf–Nd isotope pair proxy could be used in palaeoenvironmental studies to provide semi-quantitative information on past climates.