A thorough analysis is performed on aeolian silt (loess) deposits. The study is based on an original approach combining geological aspects with physical and mechanical properties of the material. This approach is realized by means of a multiscale experimental analysis in which cone penetration test plays a key role. The approach is applied to the study of loess deposits located in the Hesbaye region (Belgium), in which the site of the Romont quarry (Eben-Emael, Belgium) is the subject of a more comprehensive and a more detailed study. About the stratigraphic aspects, a continuous geological cross-section performed along a 18 km long section of the high-speed railway between Liège and Waremme, underlines the variability of the thickness of the loess layer which can locally reach 20 m. The loess sequence is further investigated in three Hesbayan sites (Remicourt, Romont and Rocourt) with cone penetration test (CPT) campaign. The analysis of the cone resistance of the CPT reveals it is possible to define four stratigraphic markers within the regional loess sequence: the near surface decarbonation limit, the transition between the Nagelbeek Tongued Horizon and the underlying Hesbayan loess, the Humiferous Complex of Remicourt, and the Whitish horizon of Momalle on top of the Rocourt Pedocomplex. Physical, geochemical and microstructural characteristics determined from laboratory analyses on samples stratigraphically located around the stratigraphic markers, enable a better understanding of the observed variations of the in situ mechanical behaviour. Porosity, volumetric weight and clay content seem to be three major variables in the understanding of the observed variations of cone resistance. A comparative analysis of geomechanical properties has also been conducted either from different data related to CPT or between CPT results and laboratory measurements. This study includes four items: (i) the comparative analysis of measurements achieved by different CPT cone types (M1, M2 and E), clearly indicates the cone ...