Milankovich theory suggested that orbitally induced summer insolation change at high-latitude region of Northern Hemisphere played a key role in driving the ice cycles during the Pleistocene. However, a significant shift of the Pleistocence climate from 41-ka to 100-ka cycles (namely mid-Pleistocene transition, MPT) cannot be simply attributed to the astronomical forcing due to insignificant insolation change induced by eccentricity forcing. Here we summarized multiple proxies generated from the ocean and land to address Pleistocene climate changes such as global ice volume, sea surface temperature, sea level, aridity of dust sources, and monsoon-related hydrological cycles. The temporal and spatial characteristics of the MPT phenomenon, in terms of the timing, duration, amplitudes and frequencies, were addressed using spectral and wavelet results. Most records reveal that the MPT was commenced as the onset of the ~100-ka cycles at ~1.2 Ma, and ended by the establishment of the dominant 100-ka cycles at ~0.7 Ma. However, some hydroclimatic proxies from the Mediterranean Sea, South China Sea and Chinese caves show a relatively strong 23-ka cycles during the middle to late Pleistocence. Such a difference may be attributable to varied sensitivity of proxy indicators to the insolation and glacial forcing. Globally, temperature and sea level signals that are affected by changing ice volume usually demonstrate a distinctive and consistent MPT. By contrast, regional hydroclimatic proxies at mid-to-low latitudes are likely dominated by the precession cycles (i.e. high-resolution, absolutely dated Chinese speleothem records). The MPT associated with the onset of ~100-ka cycles has inspired the paleocommunities to address its driving mechanism from both data and model perspectives. Several hypotheses have been proposed to explain the MPT in the past two decades, including nonlinear response to external forcing and complicated internal feedbacks. The nonlinear response to the astronomical forcing including eccentricity (100-ka cycle), interplay between obliquity (41-ka cycle) and precession (23- and 19-ka cycles) can produce the 100-ka ice-age cycles. However, model results suggest that the MPT and subsequent ″100 ka world″ are likely caused by changes in atmospheric CO2 concentration, bedrock exposure or ocean circulations. Taking these different hypotheses together, it was suggested that the solar insolation caused by changing Earth′s orbital parameters as external forcing, drives the glacial-interglacial climate cycles, whilst the nonlinear responses to atmospheric CO2 decrease and to different regolith boundary conditions as internal feedbacks have played key roles in triggering the climate transition and amplifying the glacial-interglacial oscillations. While most proxies from the land and ocean demonstrate a remarkable MPT from 41- to 100-ka cycles, regional high-resolution proxy records indicated that hydroclimatic changes at mid-to-low latitudes exhibit insignificant MPT and weak ~100-ka cycles after the MPT. In the future, more data assimilation should be focused on the hydroclimatic changes particularly in monsoon-affected regions to decipher the diverse responses in a regional scale. Meanwhile, simulations using high-resolution regional climate system models should be performed to quantify the responses of different climate parameters to external forcing and internal feedback. Through intensively data-model comparison, new insights into past climate variability and dynamics will permit a better projection of future climate change under the global warming context.