Highstands in the Marine Isotope Stage (MIS) 3 based on 14C dating in the Qinghai–Tibetan Plateau (QTP) are widely documented. Recent records from shoreline sediments dated using U‐series and/or optically stimulated luminescence (OSL), however, reveal that the highstands originally dated in MIS 3 should now be considered to fall in MIS 5. This paper provides new evidence from the interior of the QTP, based on the grain‐size from a continuous lake core in the Zabuye Salt Lake, to verify the MIS 5 highstand in the QTP. Grain‐size analysis of the core sediments also distinguishes two other highstands in MIS 3 and MIS 2, respectively. The MIS 5 highstand is considered as the maximum lake level since the Last Interglacial, as cored sediments contain very low values of Median Diameter (Md) during MIS 5. Compared with the discontinuous records from lake shorelines sediments, the grain‐size records from the continuous lake centre core sediments provide a more complete dataset to infer lake level variations, and make it possible to make wider palaeoclimatic and palaeoenvironmental interpretation. In the interior of the QTP, highstands might have continued into cold climate periods due to the reduced evaporation rates in the latter. The influence of the moisture‐bearing southerly‐shifted Westerly wind pathway may also have contributed to the highstands in the glacial period. Copyright © 2015 John Wiley & Sons, Ltd.