Sediments are the most important source of Late Quaternary palaeoclimate information in southern Africa, but have been little studied from a geochemical perspective. However, recent advances in analytical techniques that allow rapid and near-continuous elemental records to be obtained from sedimentary sequences has resulted in the increasing use of elemental indicators for reconstructing climate. This paper explores the diverse information that can be acquired from the inorganic component of sediments and reviews some of the progress that has been made over the last two decades in interpreting the climatic history of southern Africa using elemental records. Despite the general scarcity of elemental records, excellent examples from the region exist, which provide some of the longest and most highly resolved sequences of environmental change currently available. Records from Tswaing crater and marine deposits on the southern KwaZulu-Natal coastline have provided rare glimpses into hydroclimate variability over the last 200 000 years, suggesting that summer rainfall in the region responded predominantly to insolation forcing on glacial-interglacial timescales. Over shorter timescales, lakes and wetlands found in the Wilderness embayment on the southern Cape coast and along the Maputaland coast in north-eastern South Africa have yielded highly-resolved elemental records of Holocene environmental change, providing insight into the changing interactions between tropical (e.g., El Niño-Southern Oscillation) and temperate (e.g., mid-latitude westerlies) climate systems affecting rainfall variability in the region. The examples discussed demonstrate the multiple environmental processes that can be inferred from elemental proxies and the unique insight this can provide in advancing our understanding of past climate change on different timescales. The interpretation of geochemical data can be complicated by the complex nature of sedimentary environments, various proxy assumptions and analytical challenges, and the reliability of sediment-based climate reconstructions is substantially enhanced through multi-proxy approaches.