The East Asian winter monsoon (EAWM) is one of the most dynamic components of the global climate system. Although poorly understood, knowledge of long-term spatial differences in EAWM variability during the glacial–interglacial cycles is important for understanding the dynamic processes of the EAWM. We reconstructed the spatiotemporal characteristics of the EAWM since the last glacial maximum (LGM) using a comparison of proxy records and long-term transient simulations. A loess grain-size record from northern China (a sensitive EAWM proxy) and the sea surface temperature gradient of an EAWM index in sediments of the southern South China Sea were compared. The data–model comparison indicates pronounced spatial differences in EAWM evolution, with a weakened EAWM since the LGM in northern China but a strengthened EAWM from the LGM to the early Holocene, followed by a weakening trend, in southern China. The model results suggest that variations in the EAWM in northern China were driven mainly by changes in atmospheric carbon dioxide (CO2) concentration and Northern Hemisphere ice sheets, whereas orbital insolation and ice sheets were important drivers in southern China. We propose that the relative importance of insolation, ice sheets, and atmospheric CO2 for EAWM evolution varied spatially within East Asia.