Climate reconstructions based on proxy records recovered from marine sediments, such as alkenone records or geochemical parameters measured on foraminifera, play an important role in our understanding of the climate system. They provide information about the state of the ocean ranging back hundreds to millions of years and form the backbone of paleo-oceanography. However, there are many sources of uncertainty associated with the signal recovered from sediment-archived proxies. These include seasonal or depth-habitat biases in the recorded signal; a frequency-dependent reduction in the amplitude of the recorded signal due to bioturbation of the sediment; aliasing of high-frequency climate variation onto a nominally annual, decadal, or centennial resolution signal; and additional sample processing and measurement error introduced when the proxy signal is recovered. Here we present a forward model for sediment-archived proxies that jointly models the above processes so that the magnitude of their separate and combined effects can be investigated. Applications include the interpretation and analysis of uncertainty in existing proxy records, parameter sensitivity analysis to optimize future studies, and the generation of pseudo-proxy records that can be used to test reconstruction methods. We provide examples, such as the simulation of individual foraminifera records, that demonstrate the usefulness of the forward model for paleoclimate studies. The model is implemented as an open-source R package, sedproxy, to which we welcome collaborative contributions. We hope that use of sedproxy will contribute to a better understanding of both the limitations and potential of marine sediment proxies to inform researchers about earth's past climate.