Arid central Asia (ACA) is dominated by mid-latitude westerlies and characterized by a climate optimum (a relatively humid climate that has supported the development of human culture) in clear contrast with the climate of monsoonal Asia during the Holocene. Significantly, whether the onset of the Holocene Climate Optimum (HCO) had an impact on cultural exchanges along the ancient Silk Road remains unknown. In this study, we compared the onset of the HCO in different parts of the vast ACA region by referring to a variety of previously established paleo-moisture/precipitation records. Intriguingly, we found significant differences in the onset of the HCO between the western and eastern parts of ACA. The onset of the HCO in the western part of ACA (i.e., to the west of the Tianshan Mountains) mainly occurred at ~8 ka BP (1 ka = 1000 cal yr BP). In contrast, the onset of the HCO occurred at ~6 ka in northern Xinjiang and even as late as ~5 ka in southern Xinjiang; this is a delay of 2–3 thousand years compared with the western part of ACA. These results likely indicate that the onset of the HCO occurred in a time-transgressive manner in ACA, namely, ‘early in the west but late in the east’. On the other hand, we found that the onset of the HCO in the western part of ACA may have resulted in the inception of wheat planting and the development of agricultural civilization and that the onset of the HCO in northern Xinjiang may have prompted the southward migration of Afanasievo culture after ~5 ka. Additionally, the initiation of the HCO in southern Xinjiang could provide an environmental basis for the spread and planting of wheat and millet in this area after ~4.5 ka. We speculate that the spatial differences in the onset of the HCO in ACA are mainly related to temporal changes in the intensity and position of the mid-latitude westerly jet. Although the increase in insolation and reduction in the global ice volume would have led to an increase in the water vapor feeding the western part of ACA around 8 ka, the climate in the eastern part of ACA (namely, the Xinjiang region) could have only become humid after 6 ka when the westerlies were intensified and became positioned in the south. Moreover, the delayed HCO in southern Xinjiang probably benefited from the stronger westerly winds that appeared around 5 ka, which could have overcome the influence of the tall topography of the Tianshan Mountains. Therefore, in addition to external forcing (i.e., insolation), the ocean–atmospheric teleconnection, the regional topography, and their connection to the climate system are important in determining the spatial differences in the time-transgressive onset of the HCO in ACA. Our findings contribute to understanding the spatio-temporal characteristics of the hydroclimate in regions with complex eco-environmental systems and a diverse history of human activity.