We present new palaeomagnetic and rock magnetic results with a stratigraphic interpretation of the late Early–Middle Pleistocene deposits exposed on the left bank of the River Danube at Dolynske, southern Ukraine. A thick succession of water-lain facies is succeeded by reddish-brown clayey soils, topped by a high-resolution loess–palaeosol sequence. These constitute one of the most complete recently discovered palaeoclimate archives in the Lower Danube Basin. The suggested stratigraphy is based on the position of the Matuyama–Brunhes boundary, rock magnetic, palaeopedological and sedimentological proxies, and it is confidently correlated with other loess records in the region (Roksolany and Kurortne), as well as with the marine isotope stratigraphy. The magnetic susceptibility records and palaeosol characteristics at Dolynske show an outstanding pattern that is transitional between eastern and south-eastern European loess records. Our data confirm that the well-developed S4 soil unit in Ukraine, and S5 units in Romania, Bulgaria and Serbia, correlate with the warm MIS 11. Furthermore, we suggest the correlation of rubified S6 palaeosols in Romania and Bulgaria and the V-S7–V-S8 double palaeosol in Serbia with S6 in Ukraine, a strong Mediterranean-type palaeosol which corresponds to MIS 15. Our new results do not support the hypothesis of a large magnetic lock-in depth like that previously interpreted for the Danube loess, and they prove that the Matuyama–Brunhes boundary is located within the palaeosol unit corresponding to MIS 19. The proposed stratigraphic correlation scheme may serve as a potential basis for further regional and global Pleistocene climatic reconstructions.