The last 6000 years are of particular interest to the understanding of the Earth System because the boundary conditions of the climate system did not change dramatically (in comparison to larger glacial–interglacial changes), and because abundant, detailed regional palaeoclimatic proxy records cover this period. We use selected proxy-based reconstructions of different climate variables, together with state-of-the-art time series of natural forcings (orbital variations, solar activity variations, large tropical volcanic eruptions, land cover and greenhouse gases), underpinned by results from General Circulation Models (GCMs) and Earth System Models of Intermediate Complexity (EMICs), to establish a comprehensive explanatory framework for climate changes from the Mid-Holocene (MH) to pre-industrial time. The redistribution of solar energy, due to orbital forcing on a millennial timescale, was the cause of a progressive southward shift of the Northern Hemisphere (NH) summer position of the Intertropical Convergence Zone (ITCZ). This was accompanied by a pronounced weakening of the monsoon systems in Africa and Asia and increasing dryness and desertification on both continents. The associated summertime cooling of the NH, combined with changing temperature gradients in the world oceans, likely led to an increasing amplitude of the El Niño Southern Oscillation (ENSO) and, possibly, increasingly negative North Atlantic Oscillation (NAO) indices up to the beginning of the last millennium. On decadal to multi-century timescales, a worldwide coincidence between solar irradiance minima, tropical volcanic eruptions and decadal to multi-century scale cooling events was not found. However, reconstructions show that widespread decadal to multi-century scale cooling events, accompanied by advances of mountain glaciers, occurred in the NH (e.g., in Scandinavia and the European Alps). This occurred namely during the Little Ice Age (LIA) between AD 1350 and 1850, when the lower summer insolation in the NH, due to orbital forcing, coincided with solar activity minima and several strong tropical volcanic eruptions. The role of orbital forcing in the NH cooling, the southward ITCZ shift and the desertification of the Sahara are supported by numerous model simulations. Other simulations have suggested that the fingerprint of solar activity variations should be strongest in the tropics, but there is also evidence that changes in the ocean heat transport took place during the LIA at high northern latitudes, with possible additional implications for climates of the Southern Hemisphere (SH).