Analyses of oxygen isotopes in biogenic silica, carbon isotopes of organic matter, organic carbon content, and gray-scale density from radiocarbon-dated sediment cores retrieved from a lake located on the island of South Georgia (54°S, 36°W) provide the first late glacial to middle Holocene paleoclimatic record from this area of the Southern Ocean. The deglaciation on South Georgia, today 350 km south of the Antarctic convergence, commenced prior to 18.6 ka. Colder conditions were reinstated shortly after 14 ka and lasted across the Younger Dryas chronozone (12.7–11.5 ka) without significant change. The recorded transition to postglacial conditions between 8.4 and 6.5 ka was interrupted by a 400 yr cold event that began ca. 7.8 ka. Our results provide evidence of climate change from sub-Antarctic latitudes that helps determine the existence and timing of late Pleistocene and Holocene millennial-scale climatic events in the Southern Hemisphere.