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Abstract. The climate of the Southern Hemisphere (SH) is stronglyinfluenced by variations in the El Niño–Southern Oscillation (ENSO) andthe Southern Annular Mode (SAM). Because of the limited length ofinstrumental records in most parts of the SH, very little is known about therelationship between these two key modes of variability over time. Usingproxy-based reconstructions and last-millennium climate model simulations,we find that ENSO and SAM indices are mostly negatively correlated over thepast millennium. Pseudo-proxy experiments indicate that currently availableproxy records are able to reliably capture ENSO–SAM relationships back to atleast 1600 CE. Palaeoclimate reconstructions show mostly negativecorrelations back to about 1400 CE. An ensemble of last-millennium climatemodel simulations confirms this negative correlation, showing a stablecorrelation of approximately −0.3. Despite this generally negativerelationship we do find intermittent periods of positive ENSO–SAMcorrelations in individual model simulations and in the palaeoclimatereconstructions. We do not find evidence that these relationshipfluctuations are caused by exogenous forcing nor by a consistent climatepattern. However, we do find evidence that strong negative correlations areassociated with strong positive (negative) anomalies in the InterdecadalPacific Oscillation and the Amundsen Sea Low during periods when SAM andENSO indices are of opposite (equal) sign.