A pollen and diatom study of a 40 m-sedimentary sequence from Lake Tritrivakely in the central highlands of Madagascar provides evidence for climatic and environmental changes during the late Pleistocene and the Holocene. The major features of the modern regional climate and vegetation distribution and the hydrological characteristics of the lake basin are first summarized. Lithological units and specific methods used to establish the pollen and the diatom biozones are then presented. The chronology of the upper 13 m of the sequence (0–41 kyr) is supported by AMS radiocarbon dates. It has not been possible to acquire absolute ages for the lower 27 m of the core. However, a tentative age model based on comparisons between the terrestrial pollen and the Vostok δD isotopic temperature records suggests an age of about 150 kyr for the core base. The vegetation primarily responded to variations in temperature. Six major cold/warm cycles are identified. During the cold phases, Ericaceous bush surrounded the site. Assuming that the age model is correct, cold phases (prior to 143, 115–110, 94–88, 75–69, and 22–17 kyr) coincide with periods of high local summer insolation. The warm phases are of different amplitude. They show first the development of a wooded grassland under a dry climate, which may coincide with periods of low summer insolation (around 125, 100, 83, 60 and 10–5 kyr), and then the growth of mid-latitude trees under wetter conditions. The diatom record primarily documents changes in the precipitation minus evaporation balance ( P− E) in the lake catchment, which appear consistent with orbitally-induced changes in P and seasonal contrasts as suggested by our pollen-based age model and the 14C-dated section of the record. An overall trend from a relatively deep, nutrient-rich lake to a shallow, oligotrophic peat-marsh, is partly attributed to the basin infilling. However, wet–dry oscillations are superimposed over this trend. The two first lake high stands (before 143 and around 115 kyr if the age model is correct) and low stands (around 125 and 105 kyr) match pollen-inferred cold and warming phases, respectively. Later, periods of low P− E also fit cold phases, and occur apparently every 12–10 kyr. Summer rain during phases of high summer insolation was not heavy enough to compensate for the large evaporation–evapotranspiration losses during warm summers and dry winters, especially during the cold Last Glacial Maximum, which was drier than today.