The coastal lagoon‐beach complex at the Cíes Islands located at the opening of the Ría de Vigo (NW Iberia) is an important ecosystem currently threatened by anthropogenic impacts and climate variations. We used multiproxy marine sediment analyses to reconstruct the millennial environmental dynamics of this insular system and, in particular, the recent history of its coastal lagoon. Geophysical surveys were used to obtain bathymetry and identify the major sedimentary units of its closest submarine basin as well as their sediment sources. Core samples were taken in the middle and distal parts of the sedimentary body, where several prograding sedimentary units are thinner, allowing continuous sampling of the facies. Lithological, textural, elemental and chronological analyses were carried out on two cores. The detailed palynological studies on one of the cores included the analyses of the pollen, non‐pollen palynomorphs and dinocysts dating back three millennia. Our results revealed noticeable environmental changes affecting this area during the last 3000 years, due mainly to changing climate and oceanic conditions but also to the impact of historic human occupation of the islands. Several cold events (the 2.8 ka BP event and the Little Ice Age) characterized by enhanced upwelling alternated with warmer stormy periods of prevailing downwelling conditions in the ria. These circumstances altered the balance amongst the lacustrine, marsh, dune and lagoon systems, opening ephemeral inlets and modifying the trophic stage of the shallow waters surrounding the archipelago. Here we provide a background of the human and climatic impacts affecting these highly sensitive habitats, which may serve to improve their future management strategies.