Winter (October to March) precipitation δ18OP and δDP values in central Europe correlate with the winter North Atlantic Oscillation index (wNAOi), but the causal mechanisms remain poorly understood. Here we analyse the relationships between precipitation-weighted δ18OP and δDP datasets (δ18Opw and δDpw) from European GNIP and ANIP stations and the wNAOi, with a focus on isotope gradients. We demonstrate that longitudinal δ18Opw and δDpw gradients across Europe (“continental effect”) depend on the wNAOi state, with steeper gradients associated with more negative wNAOi states. Changing gradients reflect a combination of air temperature and variable amounts of precipitable water as a function of the wNAOi. The relationships between the wNAOi, δ18Opw and δDpw can provide additional information from palaeoclimate archives such as European speleothems that primarily record winter δ18Opw. Comparisons between present-day and past European longitudinal δ18O gradients inferred from Holocene speleothems suggest that atmospheric pressure configurations akin to negative wNAO modes dominated the early Holocene, whereas patterns resembling positive wNAO modes were more common in the late Holocene, possibly caused by persistent shifts in the relative locations of the Azores High and the Icelandic Low.