The palaeorecord documents variations in climate on multiple time- and space-scales. At one end of the scale there is the gradual cooling over the past 70 million years that resulted in the Earth shifting from a warm ice-free state to a predominantly cold, glaciated state. At the other extreme, the Dansgaard–Oeschger cycles are rapid shifts between warm and cold states that occurred in some cases within decades, and were most marked in regions bordering the North Atlantic. These very different types of changes can be explained in terms of insolation forcing and the differentially lagged response of components of the Earth system. Biophysical and biogeochemical feedbacks associated with changes in the hydrosphere, and the marine and terrestrial biosphere are responsible for amplification of initial climate changes and can result in extremely rapid climate changes. Although the past does not provide direct analogues for potential future climate changes, it does provide insight into the mechanisms of climate change of similar magnitude to, and at time- and space-scales congruent with, the changes that might occur in response to anthropogenic forcing. Palaeo-environmental records of the response of physical and biological systems to past climate changes provide targets for the evaluation of the Earth system models used to project potential future climate change. In this chapter, we illustrate the wealth of information available from the palaeorecord, how these records should be interpreted, and how they illuminate the complex mechanisms of climate change and interactions between components of the Earth system. We conclude by drawing attention to the lessons that the study of the past provides both for future developments in climate science and for understanding and predicting future climate change.