The last glacial period was characterized by abrupt, millennial-scale climate change. These climate fluctuations are particularly pronounced in records of the East Asian monsoon system and seem to be linked to changes in North Atlantic circulation. Here we present records of grain size variations from the northwestern Chinese Loess Plateau, dated using optically stimulated luminescence. We reconstruct changes in the strength of the East Asian winter monsoon over the past 60,000 years and find reconstructed millennial-scale variations that are broadly correlated with temperature variations over Greenland, suggesting a common forcing. We investigate the effect of a slow-down of Atlantic meridional overturning circulation on the monsoon system using a coupled climate model simulation with added freshwater flux into the northern North Atlantic, and find a strengthening winter monsoon circulation over the regions that supply dust to the Loess Plateau and a reduction in summer monsoon precipitation over East Asia. We conclude that Atlantic meridional overturning circulation is a driver of abrupt change in the East Asian winter and summer monsoon systems, and that the northern westerlies play a role in transmitting this signal from the North Atlantic to the Asian monsoon regions.