The climate in the South Atlantic sector of the sub-Antarctic, and therefore on and around the island of South Georgia, is dependent on the Southern Hemisphere Westerlies (SHW) and the Antarctic Circumpolar Current (ACC). The SHW and the ACC, in turn, are strongly controlled by climate variability in the Southern Hemisphere. Accordingly, thick sediment sequences in the troughs across South Georgia's continental shelf serve as valuable archives for past climate variations in the Southern Ocean. Since Holocene climate fluctuations led to only minimal oscillations in glacier margin positions within the fjords, the entire shelf was exposed to dynamic ocean currents since at least 10 ka BP. Its depositional systems are therefore a suitable target for the reconstruction of Holocene dynamics of both the SHW and the ACC. Sub-bottom profiler data and radiocarbon ages from four gravity cores from the south-western South Georgia continental shelf provide evidence for a complex interplay between island run-off and ocean currents intruding into a unique cross-shelf trough system during the last ∼10 ka. The data reveal several prominent changes in sediment and Holocene climate dynamics, the most significant occurring between 8 and 7.7 cal ka BP and between 2.6 and 2.2 cal ka BP. Both of these time periods represent transitions from warmer to cooler and windier conditions in South Georgia and the Southern Hemisphere. Our record from the King Haakon Trough System is the first highly resolved Holocene archive from the marine realm on the south-western South Georgia continental shelf and suggests several large-scale Southern Hemisphere climate changes during the mid-to late Holocene.