The East Asian monsoon climate system involves interactions between land and ocean and is composed of summer and winter monsoons. Cooling of surface water by the East Asian winter monsoon (EAWM) promotes the formation of sea ice and deep water in the northern Japan Sea. Modern observations suggest close relationships between intensification of the EAWM and both sea ice formation and sea‐surface temperature (SST) decrease in the northeastern Japan Sea. Records of ice‐rafted debris (IRD) and alkenone‐based SST in the northeastern Japan Sea are examined to clarify the temporal variability of the EAWM and its controlling factors. Close relationships with oxygen isotope records of Chinese stalagmites and Northern Hemisphere summer insolation are observed in the records of IRD occurrence and SST during Marine Isotope Stages (MIS) 3–5. The co‐occurrence of maxima in the abundance of IRD and minima in SST in the northeastern Japan Sea indicates that the intensity of the EAWM was enhanced during periods of low summer insolation and high oxygen isotope ratios in Chinese stalagmites. Decoupling between the IRD and SST records during MIS 2 and MIS 6 might be the result of differences in surface water conditions caused by low sea levels and the resultant closure of the Tsushima Strait. During MIS 3 and 4, some small but clear maxima in IRD and minima in SST occurred at relatively low summer insolation periods. Some of these peaks co‐occur with North Atlantic Heinrich events, suggesting a possible climate linkage between the North Atlantic and the Asian monsoon. The presence of finer fluctuations in the occurrence of IRD than in summer insolation suggests finer millennial–centurial timescale fluctuations in the intensity of the EAWM. Furthermore, some IRD peaks occurred during periods of high insolation, such as 39, 86, 103, 128, 145, and 153 ka. Some of these IRD peaks correlate with minima in reconstructed SST and maxima in oxygen isotope ratios of Chinese stalagmites. This result suggests that extremely cold winters occur even during periods of enhanced East Asian summer monsoon intensity, and indicates that solar insolation is not the only factor that controls variations in the intensity of the EAWM at millennial–centurial timescales. Copyright © 2012 John Wiley & Sons, Ltd.