Recent changes in the strength and location of the Southern Hemisphere westerly winds (SHW) have been linked to continental droughts and wildfires, changes in the Southern Ocean carbon sink, sea ice extent, ocean circulation, and ice shelf stability. Despite their critical role, our ability to predict their impacts under future climates is limited by a lack of data on SHW behaviour over centennial timescales. Here, we present a 700-year record of changes in SHW intensity from sub-Antarctic Marion Island using diatom and geochemical proxies and compare it with paleoclimate records and recent instrumental data. During cool periods, such as the Little Ice Age (c. 1400–1870 CE), the winds weakened and shifted towards the equator, and during warm periods they intensified and migrated poleward. These results imply that changes in the latitudinal temperature gradient drive century-scale SHW migrations, and that intensification of impacts can be anticipated in the coming century.