The Caspian region provides the basis of the stratigraphy and palaeogeography of the Pleistocene of Central Eurasia, and has been actively studied for more than 200 years. Many issues concerning the palaeogeographic history of the various basins of Caspian Quaternary remain unsolved, but the main problem centres on uncertainties in the chronology. Previous chronological studies have focused on a detailed description of the sedimentation history in the Lower Volga and Eastern Caucasus, ignoring a number of unique sites on the eastern Caspian coast, mainly due to inaccessibility. We obtained access to one of the most complete sections, western Cheleken, located on the Caspian coast of Turkmenistan. Within this sandy and generally lowland coast, the western part of the Cheleken peninsula forms a 10 km wide cliff opening a unique series of Middle Pleistocene - Holocene sediments which record in detail the history of Caspian transgressions and regressions. Stratigraphical, geomorphological and palaeontological studies of the section were supplemented with luminescence and radiocarbon dating. Analysis of Caspian molluscs and luminescence ages allowed the reconstruction of the sedimentary history of this region during one of the most important events of the Caspian Basin: the Early and Late Khazarian, Khvalynian and Novocaspian transgression/regression series. Luminescence dating of quartz and feldspar provided 12 OSL, IR50 and pIRIR290 ages, comparison of which showed that quartz grains were sufficiently bleached before deposition. Our chronology provides, for the first time, a deeper understanding of the sedimentation and environmental history in this region and the entire Caspian Sea. The Early Khazarian transgression occurred here at ∼220–200 ka (MIS 7). The Late Khazarian stage recorded in shallow-marine clays had relatively stable level ∼150–130 ka ago. In the second half of MIS 5 sea-level decreased and sedimentation was controlled by a large river, most probably the palaeo-Amu-Daria. The Early Khvalynian stage started at ∼27 ka and continued presumably until ∼14 ka.