The variability of the East Asian monsoon (EAM) during the Holocene exhibits significant regional response, and its evolution needs further discussion. A well-dated, high-resolution sea-surface temperature record based on long-chain unsaturated alkenones, grain-size data, and clay mineral assemblages from the South Yellow Sea sediment is presented to investigate the sedimentary provenance and reconstruct the EAM over the past 9.5 ka. The results show that the sediments are most likely supplied by the Huanghe. The evolution of the East Asian summer monsoon (EASM) can be divided into three periods: strong and relatively stable conditions during 9.5–7.0 ka, weakened conditions during 7.0–1.5 ka, and strengthened conditions during 1.5–0 ka. The East Asian winter monsoon (EAWM) has experienced five periods: weakened conditions during 9.5–6.7 ka, weak and relatively stable conditions during 6.7–5.6 ka, strong and relatively stable conditions during 5.6–2.6 ka, strengthened conditions during 2.6–1.5 ka, and weak and stable conditions during 1.5–0 ka. Moreover, in-phase correlation was found between the EAWM and EASM at the orbital time scale in response to orbital-driven solar insolation, but out-of-phase correlation at a centennial time scale is predominantly associated with solar activity.