We present a high-resolution magnesium/calcium proxy record of Holocene sea surface temperature (SST) from off the west coast of Baja California Sur, Mexico, a region where interannual SST variability is dominated today by the influence of the El Niño-Southern Oscillation (ENSO). Temperatures were lowest during the early to middle Holocene, consistent with documented eastern equatorial Pacific cooling and numerical model simulations of orbital forcing into a La Niña-like state at that time. The early Holocene SSTs were also characterized by millennial-scale fluctuations that correlate with cosmogenic nuclide proxies of solar variability, with inferred solar minima corresponding to El Niño-like (warm) conditions, in apparent agreement with the theoretical "ocean dynamical thermostat" response of ENSO to exogenous radiative forcing.