The Rio Grande do Sul Coastal Plain records sea-level oscillations driven by climatic changes during Quaternary glaciations, represented as four lagoon-barrier systems, the last one forming after the last glacial maximum and still active. Marine trace fossils are reported in the Pleistocene deposits, but terrestrial burrows also occur in the eolian deposits. The insect trace fossil assemblages from the uppermost Pleistocene deposits of the lagoon-barrier system III are used as relative proxies to infer the climate regimes that controlled sedimentation prior to the last glacial maximum. Two suites occur in the eolian deposits: the Vondrichnus suite, dominated by structures produced by termites, in the basal eolian beds; and the Celliforma suite, dominated by hymenopteran (bees and wasps) structures, in the upper eolian beds. The dominance of termite nests indicates humid conditions. The shift upward to the Celliforma suite signals a change in the humidity regime and the prevalence of drier conditions. The stratigraphic position of the ichnoassemblage, above the uppermost Pleistocene marine transgressive beds that formed during the last interglacial and below the record of the last glacial maximum in this coastal plain, suggests that the last glacial interval controlled this humid-dry fluctuation.