Aeolian sands, from Sam, Jaisalmer, Rajasthan, India, belong to the Great Indian Thar desert and, primarily, attract tourists from India and all over the world. Though, certain studies were conducted on the geological origin of these sand and deserts, results related to their physical, chemical, morphological, mineralogical, thermal, electrical and geotechnical characteristics are scanty. However, with an increase in demand of the land for infrastructure development (for residential, commercial and strategic facilities), for which their stabilization may be essential, and a need to utilize these (aeolian) sands as a construction material, particularly due to acute scarcity of sand, their complete characterization becomes essential. With this in view, a detailed study was conducted to characterize these sands and details are presented in this paper. In general, these sands are found to exhibit properties similar to aeolian sands from the Arabian Peninsula, Australia and China. Further, with an intention to utilize these sands in construction industry, especially as fine aggregate in concrete and mortar and designing thermal beds for buried conduits and electrical cables, the results have been compared with those for the Indian standard sands. Based on the chemical composition and chemical properties, and crushing strength of aeolian sands, their utilization in concrete and other construction materials (viz., bricks, building blocks, paver blocks etc.) appears to be quite promising. Also, the collapse potential of these sands has been found to be quite low while its angle of internal friction is quite high. These parameters suggest that aeolian sands from the Great Indian Thar desert can also be used for various engineering applications.