The eastern Lesotho Highlands host an array of periglacial and glacial geomorphic features. Their analysis has provided past climate interpretations predominantly for cold periods, yet no multi‐proxy temporally continuous palaeoenvironmental records exist. This study presents a palaeoenvironmental reconstruction based on sedimentary characteristics, fossil pollen and diatoms from an alpine wetland located in the Sekhokong Mountain Range. The record commences in the late Pleistocene with a wet period from ∼16 450 to 14 440 cal a BP, interrupted by dry conditions from ∼16 350 to 15 870 cal a BP. From ∼14 150 to 8560 cal a BP, drier conditions are inferred, slowly transitioning to warmer, wetter conditions. Warmer, dry conditions are inferred for ∼8560–7430 cal a BP, followed by cold, wet conditions from ∼7280 to 6560 cal a BP. A dry, warmer period occurs from ∼6560 to 3640 cal a BP indicated by pollen, diatom and sedimentary records, followed by cool, wet conditions from ∼3400 to 1200 cal a BP. The period from ∼1110 cal a BP to the present is characterized by progressive drying. Pronounced cold events are detected from the diatom record. Moisture records appear relatively specific to the topographic setting of Sekhokong near the Great Escarpment edge, probably driven by orographically constrained synoptic controls.