Continental weathering plays a key role in regulating the long-term climate stability via negative feedback. However, whether and how erosion and weathering respond to rapid climate change (e.g millennial scale) in large river basins remains unclear, partly due to the lack of archives with robust age models and high sampling resolution. As one of the largest sediment source-to-sink systems, the Himalaya-Ganga/Brahmaputra River-Bay of Bengal system is considered as an ideal laboratory for examining the weathering-climate relationships over the past. Here we present the elemental and mineralogical data from well age-constrained core sediments in the Bay of Bengal, which document the erosion and weathering conditions in South Asia during the last glacial period. All proxies generally show larger values during glacial interstadials than the stadials, consistent with the millennial variabilities of regional sea surface temperature (SST) and the Indian Summer Monsoon (ISM) strength. We confirm that the erosion and chemical weathering signals in Ganga/Brahmaputra River basins, which sensitively respond to the ISM strength and/or temperature change, could be propagated through the large river systems and faithfully preserved in the South Asian marginal seas, without noticeable time lag on a millennial scale. Our findings provide valuable data for response of erosion and weathering dynamics in a large river basin to rapid climate changes, and highlight the immense potential of monsoon-driven continental silicate weathering in floodplains as a substantial short-term carbon sink, thus underscoring a pivotal natural carbon sequestration mechanism amidst the escalating threat of global warming.