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During the last glacial period, the North Atlantic region experienced pronounced, millennial-scale alternations between cold, stadial conditions and milder interstadial conditions—commonly referred to as Dansgaard–Oeschger oscillations—as well as periods of massive iceberg discharge known as Heinrich events. Changes in Northern Hemisphere temperature, as recorded in Greenland are thought to have affected the location of the Atlantic intertropical convergence zone and the strength of the Indian summer monsoon. Here we use high-resolution records of sediment colour—a measure of terrigenous versus biogenic content—from the Cariaco Basin off the coast of Venezuela and the Arabian Sea to assess teleconnections with the North Atlantic climate system during the last glacial period. The Cariaco record indicates that the intertropical convergence zone migrated seasonally over the site during mild stadial conditions, but was permanently displaced south of the basin during peak stadials and Heinrich events. In the Arabian Sea, we find evidence of a weak Indian summer monsoon during the stadial events. The tropical records show a more variable response to North Atlantic cooling than the Greenland temperature records. We therefore suggest that Greenland climate is especially sensitive to variations in the North Atlantic system—in particular sea-ice extent—whereas the intertropical convergence zone and Indian monsoon system respond primarily to variations in mean Northern Hemisphere temperature.