Previous studies have revealed the excellence of the westernmost Mediterranean records for reconstructing climate conditions over the last two millennia. In particular, inorganic and organic proxies have revealed a coherent signal of climate and oceanographic responses during this time. Here we compare and integrate both proxy records for reconstructing climate and oceanographic conditions with focus on the last millennium. The higher temperatures indicated by lipid-based proxies during the Medieval Climate Anomaly (MCA) are coincident with drier conditions indicated by inorganic proxies. In contrast, lower temperatures and humid conditions are indicated during the Little Ice Age (LIA). The industrial period was characterized by increasing humidity in comparison with the previous LIA. However, a progressive aridification occurred since the second half of the twentieth century, coexisting with a warming trend and higher contribution of C3 grasses. Proxy records are also interpreted to show Atlantic water inflow at AD 1450 and 1950 and an intensification of the upwelling conditions coinciding with a prolonged positive North Atlantic Oscillation (NAO) phase in the intervals AD 1000–1450 and 1960–1990. Large-scale oceanic–atmospheric circulation patterns (the NAO and the Atlantic meridional circulation) and solar irradiance variations seem to have played the major key role during the last millennium, together with anthropogenic contributions in the more recent record.