Although the initiation and continuation of orbital and millennial climate transitions were reported to be roughly similar, little is yet known about the extent to which their sequences of climate events are linked together in the same physical processes. Here we present a stalagmite isotope record from Wulu Cave, southwestern China, based on 1200 oxygen isotope data and 15 ²³⁰Th ages, registering a detailed history of the Asian Monsoon (AM) from 61.3 to 50.5 ka BP with an average resolution of 12 yr. Two replicated, high-resolution calcite δ¹⁸O profiles show four millennial-scale strong summer monsoon events, analogous in timing and structure to Chinese Interstadials A.17–A.14 (CIS A.17–A.14), as recorded elsewhere in China and Greenland Interstadials 17–14 (GIS 17–14). These events exhibit two distinct phases, consistent with multi-decadal/centennial shifts in Greenland temperature and storminess. This relationship reveals a tight coupling between high- and low-latitude climates at sub-millennial scales, implying a role for westerly winds in linking Greenland temperature and the AM. Around the Marine Isotope Stage (MIS) 4/3 boundary, successive AM events resemble, but in higher frequency, structure of the Bølling–Younger Dryas (YD) surrounding Termination I. Along with evidence from similar shifts in bipolar temperature and atmospheric CH₄, we suggest that the recurrence of similar climate structure worldwide is likely caused by changes in Atlantic meridional overturning circulation (AMOC) at various timescales under thresholds of global ice volume boundaries, as predicted by the bipolar seesaw model.