• Multiscale climate variability is decomposed by using EEMD method in central Asia. • Northern high-latitude temperature regulated the millennial moisture variability. • Higher insolation during the MIS6.5 promoted the moisture oscillations. Characteristics of millennial-scale climate variability over central Asia during the last two climatic cycles remain unclear. Here, multi-time scale climate variability during the previous two climatic cycles over central Asia is demonstrated using a 50-m thick loess–paleosol sequence and the ensemble empirical mode decomposition method. Decomposed orbital-scale components show that climate oscillation across central Asia is particularly influenced by northern high-latitude ice volume and solar insolation, while the millennial-scale moisture variability shows similar periodicities to the rhythms of North Atlantic cooling. Millennial-scale moisture variability exhibits a pattern of long duration/high amplitude during interglacial periods and short duration/low amplitude during glacial periods, a pattern also reflected in loess sections from the Chinese Loess Plateau (CLP) and CH 4 records from Antarctic ice -cores. These characteristics differ from the high-latitude temperature variability recorded in NGRIP δ 18 O data, which indicates that millennial-scale moisture oscillation in central Asia is possibly regulated by the northern high-latitude temperature, with lower temperatures limiting moisture fluctuations. We also find that only four millennial-scale moisture oscillations can be clearly detected during the MIS6.5 period, during which increased summer insolation provided favorable conditions to trigger abrupt climate events. However, high-resolution climate proxies that are more sensitive to environmental change are required to detect moisture variability during extreme cold and dry periods.