The purpose of this paper is to give a description of the overall petrology of the Permian Coconino Sandstone that outcrops prominently in Arizona, including the Grand Canyon. The Coconino is often regarded as something like a "type" of the many similar Permian cross-bedded sandstones that occur around the world. It is generally accepted that the Coconino is an eolian sandstone and that its sand grains are well-sorted and well-rounded. However, until now, no detailed petrographic work has ever been published to substantiate these assumptions. We widely sampled the thickness and lateral extent of the formation and then studied hundreds of thin sections from these outcrops. Thin section study revealed that the Coconino is moderately to poorly sorted and contains sub-angular to sub-rounded sand throughout. We also report the surprising and widespread occurrence of mica, angular K-feldspars, dolomite ooids, dolomite clasts, dolomite cements, and bedded dolomite within the formation. In the few other Permian sandstones that we have sampled in North America and Europe, similar trends were found. In general, these are not characteristics that are typically thought of as associated with modern eolian sand deposits. In light of these new data, alternative depositional models for the Coconino should be considered.