Mammal remains, preserved in archaeological and palaeontological deposits, are commonly used to reconstruct past terrestrial climates and environments. Here we propose new species-specific models for Bioclimatic Analysis, a palaeoclimatic method based on a climatic restriction index for each mammal species, discriminant analysis, and multiple linear regressions. Our new models are based on small mammal associations, particularly insectivores and rodents, from Quaternary paleoarctic contexts. A dataset including new localities and an updated taxonomy was constructed in order to develop two approaches, the first using only Rodentia, the second based on associations including both Rodentia and Eulipotyphla. Both approaches proved to be reliable for inferring both climate zone and quantifying temperature, precipitation, and seasonality. Rarefaction analysis revealed these new models to be reliable even when a substantial percentage of species from the original palaeocommunity was absent from the fossil site. Application of these new models to small mammal associations from two sequences (Balma de l'Abeurador, France and El Mirón, Spain) spanning from the Last Glacial Maximum to the Holocene are consistent with the primary climatic changes recorded by regional Pyrenean proxies and showed an increase in mean annual temperature of between 3 and 5 °C.