Knowledge of the past variability of climate at high northern latitudes during astronomical analogues of the present interglacial(1) may help to inform our understanding of future climate change. Unfortunately, long-term continuous records of ice-sheet variability in the Northern Hemisphere only are scarce because records of benthic O-18 content represent an integrated signal of changes in ice volume in both polar regions(2). However, variations in Northern Hemisphere ice sheets influence the Siberian High(3) (an atmospheric pressure system), so variations in the East Asian winter monsoon (EAWM)-as recorded in the aeolian dust deposits on the Chinese Loess Plateau-can serve as a useful proxy of Arctic climate variability before the ice-core record begins. Here we present an EAWM proxy record using grain-size variations in two parallel loess sections representative of sequences across the whole of the Chinese Loess Plateau over the past 900,000 years. The results show that during periods of low eccentricity and precessional variability at approximately 400,000-year intervals, the grain-size-inferred intensity of the EAWM remains weak for up to 20,000 years after the end of the interglacial episode of high summer monsoon activity and strong pedogenesis. In contrast, there is a rapid increase in the EAWM after the end of most other interglacials. We conclude that, for both the 400,000-year interglacials, the weak EAWM winds maintain a mild, non-glacial climate at high northern latitudes for much longer than expected from the conventional loess and marine oxygen isotope records. During these times, the less-severe summer insolation minima at 65 degrees N (ref. 4) would have suppressed ice and snow accumulation, leading to a weak Siberian High and, consequently, weak EAWM winds.