An out‐of‐phase relationship between moisture variations in arid central Asia (ACA) and Monsoon Asia is revealed in various Holocene sedimentary records. To determine whether this relationship also occurred during previous warm intervals, we reconstructed the history of moisture variations during Marine Isotope Stage 5 (MIS 5) recorded in a loess profile from the Yili valley in the Tienshan Mountains, in ACA, and compared it with the record from the Chinese Loess Plateau (CLP). Three humid episodes in the Yili valley are recorded, at 72–79.5, 93.5–101 and 113.5–125.5 ka; in addition, intervals of fine grain size, indicating a low incidence of dust storms, and thus low ice volume in the Northern Hemisphere, occurred during 76–83.5, 97–106 and 117.5–130 ka. Our findings indicate that during MIS 5, variations in humidity in ACA lagged (by ∼3–5 ka) variations in the Asian Monsoon recorded by magnetic and grain‐size proxies from the CLP. Furthermore, we propose that precipitation variations in ACA were negatively correlated with the intensity of the Asian Monsoon because of corresponding movements in pressure and rain belts, and were positively correlated with sea surface temperature variations in the North Atlantic.
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