Arid central Asia plays an important role in global climate dynamics, but large uncertainties remain in our understanding of the region's hydroclimate variability during the Late Quaternary. Here we present a new, high-resolution record of lacustrine sediment grain-size and element chemistry from Ebinur Lake, which was used to infer lake conditions and related climate changes in the study region between ca. 39.2 and 3.6 ka. End-member modeling analysis of grain-size data and PCA of elemental data show that lake level fluctuated dramatically from 39.2 to 34.0 ka. Subsequently, Ebinur Lake experienced a high stand from 34.0 to 28.0 ka, under humid climate conditions. The subsequent period, from 28.0 to 12.0 ka, was characterized by lake regression under dry climate conditions, whereas afterward (12.0–3.6 ka), considerably higher lake levels and humid conditions again prevailed. Millennial-scale abrupt climate changes, such as Heinrich events (H3 and H1) and the Younger Dryas, which are documented in the North Atlantic region, are also detected in the sediment record from Ebinur Lake. Comparisons with other sediment records from arid central Asia generally support the claim that climate change in this region was influenced mainly by variations in North Atlantic sea surface temperatures, through the westerlies.