The late Quaternary paleoclimate of the North Atlantic region has been widely studied, but the local terrestrial response to broader climatic variations remains underexplored. The Azores Archipelago, influenced by the North Atlantic Oscillation (NAO) and the Azores High, is a strategic target to investigate such interactions. Here, paleosols developed in equilibrium with the atmosphere recorded environmental variations in their geochemistry, and volcanic units sealing those paleosols allow for their precise dating. Clay mineralogical transfer functions from paleosol geochemistry and geochronological data were used to track paleoclimatic and paleoecological changes in this region over the past 1.3 Myr. Mean annual precipitation and air temperature reconstructions range from 620 to 1,520 mm yr$^{−1}$ and 14–26°C, with the latter tightly coupled with previous reconstructions of sea surface temperature. New K‐Ar ages evidence pulsed soil formation periods under weathering‐favorable wet and warm conditions, suggesting periods of a persistent negative NAO with a weakened or more southern Azores High after glacial Terminations I, II, IV, V, IX, and X. Our humidity province reconstructions indicate a prevailing moist to wet forest under cool temperate to subtropical conditions, with less variability than continental Europe. A rapid paleoecological shift occurred at ∼430 ka in São Miguel Island, probably associated with the high amplitude of Termination V. Paleoecological changes younger than 430 ka could be related to local, not large‐scale, climate changes. Average past precipitations were ∼170 mm yr$^{−1}$ lower than in the present, which suggests that modern weathering rates are higher than observed in our record.