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The Antarctic Peninsula is one of the three fastest warming regions on Earth. Here we review Holocene proxy records of marine and terrestrial palaeoclimate in the region, and discuss possible forcing mechanisms underlying past change, with a specific focus on past warm periods. Our aim is to critically evaluate the mechanisms by which palaeoclimate changes might have occurred, in order to provide a longer-term context for assessing the drivers of recent warming. Two warm events are well recorded in the Holocene palaeoclimate record, namely the early Holocene warm period, and the `Mid Holocene Hypsithermal' (MHH), whereas there are fewer proxy data for the `Mediaeval Warm Period' (MWP) and the `Recent Rapid Regional' (RRR) warming. We show that the early Holocene warm period and MHH might be explained by relatively abrupt shifts in position of the Southern Westerlies, superimposed on slower solar insolation changes. A key finding of our synthesis is that the marine and terrestrial records in the AP appear to show markedly different behaviour during the MHH. This might be partly explained by contrasts in the seasonal insolation forcing between these records. Circumpolar Deep Water (CDW) has been implicated in several of the prominent changes through the Holocene but there are still differences in interpretation of the proxy record that make its influence difficult to assess. Further work is required to investigate contrasts between marine and terrestrial proxy records, east—west contrasts in palaeoclimate, the history of CDW, to retrieve a long onshore high resolution record of the Holocene, and determine the role of sea ice in driving or modulating palaeoclimate change, along with further efforts to study the proxy record of the RRR and the MWP.