Two atmospheric circulation systems, the mid-latitude Westerlies and the Asian summer monsoon (ASM), play key roles in northern-hemisphere climatic changes. However, the variability of the Westerlies in Asia and their relationship to the ASM remain unclear. Here, we present the longest and highest-resolution drill core from Lake Qinghai on the northeastern Tibetan Plateau (TP), which uniquely records the variability of both the Westerlies and the ASM since 32 ka, reflecting the interplay of these two systems. These records document the anti-phase relationship of the Westerlies and the ASM for both glacial-interglacial and glacial millennial timescales. During the last glaciation, the influence of the Westerlies dominated; prominent dust-rich intervals, correlated with Heinrich events, reflect intensified Westerlies linked to northern high-latitude climate. During the Holocene, the dominant ASM circulation, punctuated by weak events, indicates linkages of the ASM to orbital forcing, North Atlantic abrupt events, and perhaps solar activity changes.