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Quantitative temperature reconstructions from lacustrine organic geochemical proxies including branched glycerol dialkyl glycerol tetraethers (brGDGTs) and alkenones provide key constraints on past continental climates. However, estimation of air temperatures from proxies can be impacted by non‐stationarity in the relationships between seasonal air and water temperatures, a factor not yet examined in strongly seasonal high‐latitude settings. We pair downcore analyses of brGDGTs and alkenones measured on the same samples through the Holocene with forward‐modeled proxy values based on thermodynamic lake model simulations for a western Greenland lake. The measured brGDGT distributions suggest that stable autochthonous (aquatic) production overpowers allochthonous inputs for most samples, justifying the use of the lake model to interpret temperature‐driven changes. Conventional calibration of alkenones (detected only after 5.5 thousand years BP) suggests substantially larger temperature variations than conventional calibration of brGDGTs. Comparison of proxy measurements to forward‐modeled values suggests variations in brGDGT distributions monotonically reflect multi‐decadal summer air temperatures changes, although the length of the ice‐free season dampens the influence of air temperatures on water temperatures. Drivers of alkenone variability remain less clear; potential influences include small changes in the seasonality of proxy production or biases toward specific years, both underlain by non‐linearity in water‐air temperature sensitivity during relevant seasonal windows. We demonstrate that implied temperature variability can differ substantially between proxies because of differences in air‐water temperature sensitivity during windows of proxy synthesis without necessitating threshold behavior in the lake or local climate, and recommend that future studies incorporate lake modeling to constrain this uncertainty.