Climate change during the late Pleistocene is dominated by periodicities on millennial time scales as documented by ice cores and sedimentary marine and terrestrial records of global distribution. Interannual to decadal variations have also been demonstrated in dust concentrations in Greenland ice cores but there is lack of comparable detail in sedimentary records. An 8.5 m long multiproxy record from Lake Albano (central Italy) spanning the time interval between ∼15.0 and 28.0 cal kyr BP reveals a high temporal resolution window into climate change during the Last Glacial Maximum (LGM). Distinct warm/cold cycles of millennial to centennial duration indicate a major response of the lake to climate-induced environmental changes. Flickering interannual to interdecadal variations within these cycles are interpreted to reflect oscillations of the North Atlantic (NAO) implying shifts in temperature, wind strength, source of moisture and atmospheric circulation pattern.