Reconstructions of aeolian dust flux to West African margin sediments can be used to explore changing atmospheric circulation and hydroclimate over North Africa on millennial to orbital timescales. Here, we extend West African margin dust flux records back to 37 ka in a transect of sites from 19° to 27°N, and back to 67 ka at Ocean Drilling Program (ODP) Hole 658C, in order to explore the interplay of orbital and high‐latitude forcings on North African climate and make quantitative estimates of dust flux during the core of the Last Glacial Maximum (LGM). The ODP 658C record shows a Green Sahara interval from 60 to 50 ka during a time of high Northern Hemisphere summer insolation, with dust fluxes similar to levels during the early Holocene African Humid Period, and an abrupt peak in flux during Heinrich event 5a (H5a). Dust fluxes increase from 50 to 35 ka while the high‐latitude Northern Hemisphere cools, with peaks in dust flux associated with North Atlantic cool events. From 35 ka through the LGM dust deposition decreases in all cores, and little response is observed to low‐latitude insolation changes. Dust fluxes at sites from 21° to 27°N were near late Holocene levels during the LGM time slice, suggesting a more muted LGM response than observed from mid‐latitude dust sources. Records along the northwest African margin suggest important differences in wind responses during different stadials, with maximum dust flux anomalies centered south of 20°N during H1 and north of 20°N during the Younger Dryas.