New IRSL ages of eolianites close to Muñique (Lanzarote) demonstrate the influence of millennial scale climatic variability on the sedimentary dynamics on the Canary Islands during the last glacial cycle. The repetitive succession of interstadial and stadial climatic conditions formed multiple sequences of eolian deposits, each in general comprising three depositional types. DepoType 1 and DepoType 2 consist mainly of marine biogenic carbonate detritus with small amounts of dust from the Sahara representing interstadial conditions. DepoType 2 compared to DepoType 1 is characterized by larger amounts of land snails and calcified brood cells. A DepoType 3 rich in dust from African subtropical/tropical Latisols terminates a sequence. IRSL dating on DepoType 3 type deposits clearly shows that these were deposited during Heinrich Events under stadial conditions. The stadial cooling of the North Atlantic Ocean caused a southern shift of climate zones that culminated during Heinrich Events when the arctic climate reaches its most southerly extent. As a consequence, atmospheric changes led to massive dust supply from the then-dry Sahel. The increase in dust and precipitation from the dry DepoTypes 1 to the more humid DepoTypes 3 originates from a modified atmospheric dynamic during a millennial cycle.