Motion capture is a long-standing research problem. Although it has been studied for decades, the majority of research focus on ground-based movements such as walking, sitting, dancing, etc. Off-grounded actions such as climbing are largely overlooked. As an important type of action in sports and firefighting field, the climbing movements is challenging to capture because of its complex back poses, intricate human-scene interactions, and difficult global localization. The research community does not have an in-depth understanding of the climbing action due to the lack of specific datasets. To address this limitation, we collect CIMI4D, a large rock ClImbing MotIon on dataset from 12 persons climbing 13 different climbing walls. The dataset consists of around 180,000 frames of pose inertial measurements, LiDAR point clouds, RGB videos, high-precision static point cloud scenes, and reconstructed scene meshes. Moreover, we frame-wise annotate touch rock holds to facilitate a detailed exploration of human-scene interaction. The core of this dataset is a blending optimization process, which corrects for the pose as it drifts and is affected by the magnetic conditions. To evaluate the merit of CIMI4D, we perform four tasks which include human pose estimations (with/without scene constraints), pose prediction, and pose generation. The experimental results demonstrate that CIMI4D presents great challenges to existing methods and enables extensive research opportunities. We share the dataset with the research community in http://www.lidarhumanmotion.net/cimi4d/.