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Most studies aiming to explore the response of algae and zooplankton trophic interactions to climate variability have only been focused on unidirectional and very short‐term trends in temperature changes. As a result, the non‐stationary aspect of climate change (warming and cooling periods, frequencies) remains completely unstudied.We studied elemental and stable isotope composition of sedimentary organic matter, photosynthetic pigments, and carbon stable isotope composition of Cladocera resting eggs in a sediment record covering the last c. 2,600 years. We examined how past climate change acting at different timescales affected algal biomass and community composition, and carbon assimilation by zooplankton in a boreal lake.Our study revealed major effects of both long‐term climate trends and shorter‐term fluctuations on algae–zooplankton interactions in a boreal lake. We found the main climate trends, in particular the Little Ice Age, induced algal biomass and community composition changes and drastic changes in carbon assimilation by zooplankton. Interestingly, we found that temperature fluctuations could also contribute to regulating algae–zooplankton interactions. Specifically, we observed drastic changes in sedimentary markers and stable isotope composition of zooplankton remains during the most recent period, suggesting a strong influence of ongoing anthropogenic change on algae–zooplankton interactions.Our study confirms previous findings showing close long‐term linkage between the temporal dynamics of zooplankton diet and planktonic algae, and that both climate trends and short‐term fluctuations are key in regulating consumer–resource trophic interactions.Novel approaches that combine high temporal resolution paleolimnological reconstructions and contemporary monitoring studies are needed to better understand climate change effects on algae–zooplankton interactions and lake food webs. [ABSTRACT FROM AUTHOR]