A loess sequence has been sampled continuously at high resolution in Nussloch (Rhine Valley, Germany) for malacological and grain-size analyses between ca. 34 and 20 ka. Molluscan abundance and richness, percentage in hygrophilous species and grain-size index show cyclical variations related to the lithological loess–gley alternation. Major molluscan abundance maxima were triggered by temperature increases through an enhancement of the reproduction cycle, whereas cyclical richness fluctuations and percentage in hygrophilous species reflect variations in local humidity and changes in the environmental mosaic. Malacological parameters allow the distinction of four environmental phases organised in cyclical successions correlated with most of the loess–gley doublets. The correlation of the grain-size index of the Nussloch loess sequence with the dust content of the GRIP ice core demonstrates the synchronicity of major molluscan abundance maxima and δ18O increases characterising temperature increases during Dansgaard–Oeschger interstades. A schematic model is proposed to link the North Atlantic Dansgaard–Oeschger climatic oscillations with local environmental changes indicated by both malacofauna and pedostratigraphy. This malacological study of the Nussloch loess sequence thus provides new information about the response of terrestrial loessic palaeoenvironments to millennial-timescale climatic fluctuations during the Upper Weichselian (∼ marine isotope stage 2 (MIS 2) and end of MIS 3).