While ecological effects on short-term population dynamics are well understood, their effects over millennia are difficult to demonstrate and convincing evidence is scant. Using coalescent methods, we analysed past population dynamics of three lizard species (Psammodromus hispanicus, P. edwardsianus, P. occidentalis) and linked the results with climate change data covering the same temporal horizon (120 000 years). An increase in population size over time was observed in two species, and in P. occidentalis, no change was observed. Temporal changes in temperature seasonality and the maximum temperature of the warmest month were congruent with changes in population dynamics observed for the three species and both variables affected population density, either directly or indirectly (via a life-history trait). These results constitute the first solid link between ecological change and long-term population dynamics. The results moreover suggest that ecological change leaves genetic signatures that can be retrospectively traced, providing evidence that ecological change is a crucial driver of genetic diversity and speciation.