High-resolution mapping, sampling and analysis of upper Quaternary southern African continental margin sediments recovered from beyond the Last Glacial Maximum shoreline (>130 m water depth) have expanded our understanding of how marine and terrestrial records are linked over glacial-interglacial climatic cycles. This paper synthesises data currently available from the deep seafloor around southern Africa and, specifically, core sites that demonstrate terrestrial sedimentological connectivity. Several proxies and case studies reveal the evolution of depositional systems, palaeoceanography and palaeoclimate over the last 191 kyr. Hydroacoustic mapping and investigations of submarine canyons have been carried out primarily on the eastern and southwestern margins, while palaeoceanographic productivity and microfossil assemblages have been applied most extensively on the western marine and southern Agulhas Bank. Studies on the western margin indicate that enhanced productivity, less oxygenated bottom waters and reduced marine faunal diversity in the transition to glacial periods, while glacial terminations are associated with reduced productivity and more oxygenated bottom waters. These changes, linked to palaeoceanography and late Quaternary sea-level fluctuations, influence the sedimentary record and sedimentation rates. On the eastern margin, sediment fluxes applied as proxies for rainfall offshore of the Great Kei, Umzimvubu, Limpopo and Zambezi rivers indicate that the southern African climate responds to changes in orbitally-modulated insolation and in particular, to the ~23 kyr precessional cycle, where the proxy records keep pace with this and then diverge at ~80 to 70 kyr. Since the penultimate glacial (Marine Isotope Stage/MIS 6), more humid conditions observed in southern Africa, as the Northern Hemisphere entered phases of rapid cooling, were potentially driven by a combination of warming in the Agulhas Current and shifts of the subtropical anticyclones. Broadly, the sedimentary records reviewed suggest fluctuations in climate and oceanographic circulation that are strongly correlated with the global benthic δ18O record, suggesting sensitivity to high-latitude forcing, and a strong influence of late Quaternary glacial-interglacial cycles despite these marine sites being far-removed from terrestrial environments.