To quantitatively describe the Late Holocene palaeoclimatic history of the southern slopes of the Tianshan Mountains in Xinjiang, China, we collected 74 surface pollen samples (from −154 to 4285 m), together with 81 fossil samples from Swan Lake. Based on modern pollen assemblage and redundancy analysis (RDA) of surface pollen data, five pollen zones were divided (alpine cushion vegetation, alpine meadow, subalpine meadow steppe, montane desert, and typical desert zones). Modern pollen–climate transfer functions were developed to quantitatively reconstruct palaeoclimate of the area using the weighted averaging partial least squares regression method. Reconstructed mean annual precipitation and mean annual temperature results suggest that a dry/warm or humid/cold climate pattern prevailed over the past 4200 aBP. Notably, three cold and humid stages were detected at 4200–4000 cal. aBP, 3700–2000 cal. aBP, and 1170–930 cal. aBP. Moreover, a humid ‘Medieval Warm Period’ (MWP) occurred not only on the northern slopes but also on the southern slopes of the Tianshan Mountains. However, based on palaeo‐environmental records and on archaeological documents, it would appear that a dry MWP occurred in southern parts of south Xinjiang, with this being different from the MWP on the Tianshan Mountains. Interactions between monsoon and the westerly airflows might account for this difference. The data will improve understanding of past atmospheric circulation systems in the different parts of Xinjiang and will help to predict the future climate in the world.