The paleoclimate of the middle Pliocene (ca. 3 Ma) was generally warmer than present, particularly at middle to high latitudes. It has been suggested that this period may represent an analogue for future climate change. Mechanisms that have been proposed to account for this warming are enhanced thermohaline circulation and/or greater concentrations of CO2 in the atmosphere. We present new climate model simulations, supported by geological data that suggest that in the European and Mediterranean region the climate was warmer (by 5 °C), wetter (by 400–1000 mm/yr), and less seasonal than present. Modeling results suggest that an intensification of the Icelandic low-pressure system and the Azores high-pressure system occurred during the middle Pliocene as a direct result of higher annual sea-surface temperatures and reduced ice cover in the Northern Hemisphere. This change increased the surface pressure gradient over the region and strengthened annual westerly wind velocity by 4 m/s−1. Associated increases in wind stress (by 20 N/m−2) over the North Atlantic Ocean may have enhanced the flow of surface currents such as the Gulf Stream and North Atlantic Current, which in turn would have sustained the higher sea-surface temperatures. These changes to the regional climate system would have driven greater atmospheric and oceanic transport of heat from equatorial regions to the North Atlantic Ocean, particularly during winter. Such conditions are proposed as a likely cause of the warming indicated for Europe and the Mediterranean ca. 3 Ma.