Earth’s climatic evolution over the last 5 million years (Myr) is primarily understood from the perspective of marine mechanisms. While changes in ocean circulation go a long way towards explaining the transport of moisture onto the continents, the role of terrestrial feedbacks in the opposite direction remain largely unexplored. Here we reconstruct the last 5 Myr of rainfall variability in Central Eurasia from an 80 m-thick sedimentary succession at Charyn Canyon, Kazakhstan. Charyn Canyon lies at the centre of the world’s largest land mass and at the present-day transition between the mid-latitude westerlies and Siberian high-pressure system. Our record provides the first opportunity to interrogate long-term interactions between mid-latitude westerly and high latitude climate systems over the Eurasian continent. This missing terrestrial link highlights the significance of land-water feedbacks for long-term global climate.