Abstract: Variations in the nature and extent of southern Africa’s winter rainfall zone (WRZ) have the potential to provide important information concerning the nature of long-term climate change at both regional and hemispheric scales. Positioned at the interface between tropical and temperate systems, southern Africa’s climate is influenced by shifts in the Intertropical Convergence Zone, the westerlies, and the development and position of continental and oceanic anticyclones. Over the last glacial–interglacial cycle substantial changes in the amount and seasonality of precipitation across the subcontinent have been linked to the relative dominance of these systems. Central to this discussion has been the extent to which the region’s glacial climates would have been affected by expansions of Antarctic sea-ice, equatorward migrations of the westerlies, more frequent/intense winter storms and an expanded WRZ. This paper reviews the developing body of evidence pertaining to shifts in the WRZ, and the evolution of ideas that have been presented to explain the patterns observed. Dividing the region into three separate axes, along the western and southern margins of the continent and across the interior into the Karoo and the Kalahari, a range of evidence from both terrestrial sites and marine cores is considered, and potential expansions of the WRZ expansions are explored. Despite the limitations of many of the region’s proxy records, a coherent pattern has begun to develop of a significantly expanded WRZ during phases of the last glacial period, with the best-documented being between 32–17 ka. While more detailed inferences will require the recovery and analysis of longer and better-dated records, this synthesis provides a new baseline for further research in this key region.