The detailed nature of climatic change over the late Quaternary remains poorly understood for northern and central Mexico. A scarcity of records in the former and great complexity in the latter have hindered a thorough reconstruction of changing environments. Previously published research by Metcalfe et al. highlighted questions relating to conditions at the last glacial maximum (LGM), the nature of the transition from glacial to interglacial conditions, and change over the Holocene, including the role of phenomena such as El Niño–Southern Oscillation (ENSO). Here, data from the Sonoran Desert, the Chihuahuan Desert, and the Trans-Mexican Volcanic Belt (TMVB) (and adjacent oceans) are reviewed. In the desert regions, the mid-Pleistocene may have been drier than the late Pleistocene, which was significantly cooler than present and saw more winter precipitation derived from midlatitude frontal systems. There was a significant expansion southward of woodland taxa, although many fossil vegetation assemblages apparently have no modern analogues. Extensive paleolakes existed in the modern desert. Conditions wetter than present persisted into the Holocene, but the modern summer rainfall regime may not have become established until after 9000 uncalibrated radiocarbon-dated years before present (¹⁴C yr. BP). Fully modern conditions started about 4000 ¹⁴C yr. BP. In the TMVB, sparse lake sediment records indicate that the mid-Pleistocene may have been wetter than the late Pleistocene. Further data are still required to confirm whether the proposed pattern of a wet west and a dry east around the LGM holds true. Most lake sediment records show major anthropogenic influence from the mid-Holocene on, although there is evidence for increasing climatic variability in the late Holocene. New deep sea core records indicate the glacial meltwater was re-routed into the Gulf of Mexico after the Younger Dryas cool event, helping to explain the delayed onset of the modern summer rainfall pattern in relation to general warming. High-resolution records are still confined to deep sea cores and tree rings, but highlight the region's vulnerability to climatic change.