Understanding the past dynamics of large-scale atmospheric systems is crucial for our knowledge of the palaeoclimate conditions in Europe. Southeastern Europe currently lies at the border between Atlantic, Mediterranean, and continental climate zones. Past changes in the relative influence of associated atmospheric systems must have been recorded in the region's palaeoarchives. By comparing high-resolution grain-size, environmental magnetic and geochemical data from two loess-palaeosol sequences in the Lower Danube Basin with other Eurasian palaeorecords, we reconstructed past climatic patterns over Southeastern Europe and the related interaction of the prevailing large-scale circulation modes over Europe, especially during late Marine Isotope Stage 3 (40,000-27,000 years ago). We demonstrate that during this time interval, the intensification of the Siberian High had a crucial influence on European climate causing the more continental conditions over major parts of Europe, and a southwards shift of the Westerlies. Such a climatic and environmental change, combined with the Campanian Ignimbrite/Y-5 volcanic eruption, may have driven the Anatomically Modern Human dispersal towards Central and Western Europe, pointing to a corridor over the Eastern European Plain as an important pathway in their dispersal.