Over the past decades, many proxy materials (for example, lacustrine sediments, marine sediments, ice cores, loess, and tree rings) have been used to reconstruct palaeoclimatic and palaeoenvironmental changes. A new proxy material, palaeo-notch sediment, was reported in 2006, and since then many studies have been published for palaeoclimatic and palaeoenvironmental reconstruction using palaeo-notch sediments. In this paper, we introduced the palaeo-notch sediments in detail, and reviewed the state of knowledge on the Holocene climate changes, ecological responses to climate change and environmental impacts of anthropogenic activities based on the published research using palaeo-notch sediments. We also summarised five advantages of using palaeo-notch sediments for palaeoenvironmental studies. The palaeo-notch sediments may be available in the coastal regions from the Arctic, Antarctic and many other parts of the world. Therefore, sediments in palaeo-notches could provide valuable information for the study of palaeoclimate and palaeoenvironment in coastal regions.