Agriculture contributes significantly to phosphorus and nitrogen loading in southern Finland. Climate change with higher winter air temperatures and precipitation may also promote loading increase further. We analyzed long-term nutrient trends (2001–2020) based on year-round weekly water sampling and daily weather data from a boreal small agricultural watershed. In addition, nutrient retention was studied in a constructed sedimentation pond system for two years. We did not find any statistically significant trends in weather conditions (temperature, precipitation, discharge, snow depth) except for an increase in discharge in March. Increasing trends in annual concentrations were found for nitrate, phosphate, and total phosphorus and total nitrogen. In fact, phosphate concentration increased in every season and nitrate concentration in other seasons except in autumn. Total phosphorus and total nitrogen concentrations increased in winter as well and total phosphorus also in summer. Increasing annual loading trend was found for total phosphorus, phosphate, and nitrate. Increasing winter loading was found for nitrate and total nitrogen, but phosphate loading increased in winter, spring, and summer. In the pond system, annual retention of total nitrogen was 1.9–4.8% and that of phosphorus 4.3–6.9%. In addition, 25–40% of suspended solids was sedimented in the ponds. Our results suggest that even small ponds can be utilized to decrease nutrient and material transport, but their retention efficiency varies between years. We conclude that nutrient loading from small boreal agricultural catchments, especially in wintertime, has already increased and is likely to increase even further in the future due to climate change. Thus, the need for new management tools to reduce loading from boreal agricultural lands becomes even more acute.