Abstract During abrupt climate changes of the last glacial period paleorecords show large amplitude changes in the dust cycle. We use Earth System model simulations to evaluate processes operating across these events. Idealized Heinrich stadial‐like simulations show a southwards migration of tropical rainfall that dries the Sahel and reduces wet deposition causing a widespread enhancement of tropical dust loading. However, several discrepancies with marine core dust deposition reconstructions are evident. Simulations with a more limited freshwater forcing (0.4 Sv instead of 1.0 Sv) and weaker cooling over the North Atlantic (less than 3°C) show a switch in sign of the stadial dust deposition anomaly in several regions, improving agreement with paleorecords. The simulated dust cycle therefore displays in places a non‐linear response to abrupt change. The global‐mean stadial dust radiative forcing in the more realistic simulations is around −0.2 to −0.6 W m −2 and so could represent an amplifying feedback during these events.