Severe soil erosion and hyper-concentrated flow still happen in the Loess Plateau (LP) during extreme rainfall event that becomes more frequent under the changing climate. This study evaluates the benefit of soil and water conservation measures (like revegetation and check-dams) under extreme rainstorms. The physically-based Digital Yellow River Model (DYRIM), which considers the enhanced infiltration and moderated hillslope erosion due to revegetation as well as water and sediment trapping by check-dams, was applied to the Dali River Basin (3,870 km2) on the northern LP. Although the basin had good vegetation cover and 989 active check-dams, an extreme rainstorm event on July 26, 2017, resulted in the maximum and averaged sediment concentration of 811 kg/m3 and 440 kg/m3, respectively. The specific sediment yield during the event reached 12,920 t/km2, much higher than the usual level. The DYRIM reproduced the flow hydrograph and sedimentograph with high accuracy (NSE = 0.95 and 0.86, respectively). The simulation shows that the current revegetation and check-dams were still useful under the extreme rainstorm. The runoff and sediment were reduced by 59.4% and 66.8%, respectively, compared to the conditions with no vegetation cover or check-dams. The revegetation had limited impact on the severe gully and channel erosion which became the main source and contributed approximately 87% of sediments. The check-dams trapped water and sediments and dampened sediment yield effectively. Thus, the coupled system of revegetation and check-dams can work effectively in extreme rainstorms and are still desirable in the LP in the changing climate.