The Southern Hemisphere Westerlies (SHW) play a major role in the global climate system. The winds drive ocean circulation and affect the Southern Oceans’ ability to take up atmospheric CO₂. Recently, the SHW core belt has strengthened and shifted south, but there is an insufficient understanding of its long-term behaviour. Palaeoclimatic records are key for capturing long-term variability through the SHW’s effect on surface temperature and moisture availability. However, terrestrial records are sparse in the Southern Hemisphere. We use a palynological record from Lake Diamond on sub-Antarctic South Georgia to provide reconstructions of vegetation and climate for the last ~10,000 years. Influx of long-distance transported pollen is used as a measure of surface wind strength. Changes in relative pollen abundance of native taxa occupying either upland (cold) or lowland (warm) environments indicate local climatic variability. On South Georgia, we find long-distance transported pollen from South American taxa, mainly Nothofagus and Ephedra. They show a general increase in abundance throughout the Holocene, with peak influxes between 5700–5400, 2800–1500 and 1000–500 cal yr BP. These intervals coincide with colder periods inferred from the palynological record, suggesting that SHW variation and temperature on South Georgia are highly connected. Agreement with palaeoecological records from eastern Patagonia show that climatic changes have been regionally consistent. The record from Lake Diamond further illustrates the importance of remote islands in contributing to a deeper understanding of atmospheric circulation and climatic variability in the sub-Antarctic.