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Abstract “Online” data assimilation (DA) is used to generate a seasonal-resolution reanalysis dataset over the last millennium by combining forecasts from an ocean–atmosphere–sea-ice coupled linear inverse model with climate proxy records. Instrumental verification reveals that this reconstruction achieves the highest correlation skill, while using fewer proxies, in surface temperature reconstructions compared to other paleo-DA products, particularly during boreal winter when proxy data are scarce. Reconstructed ocean and sea-ice variables also have high correlation with instrumental and satellite datasets. Verification against independent proxy records shows that reconstruction skill is robust throughout the last millennium. Analysis of the results reveals that the method effectively captures the seasonal evolution and amplitude of El Niño events, seasonal temperature trends that are consistent with orbital forcing over the last millennium, and polar-amplified cooling in the transition from the Medieval Climate Anomaly to the Little Ice Age.