We present a high-resolution magnesium/calcium proxy record of Holocene sea surface temperature (SST) from off the west coast of Baja California Sur, Mexico, a region where interannual SST variability is dominated today by the influence of the El Niño–Southern Oscillation (ENSO). Temperatures were lowest during the early to middle Holocene, consistent with documented eastern equatorial Pacific cooling and numerical model simulations of orbital forcing into a La Niña–like state at that time. The early Holocene SSTs were also characterized by millennial-scale fluctuations that correlate with cosmogenic nuclide proxies of solar variability, with inferred solar minima corresponding to El Niño–like (warm) conditions, in apparent agreement with the theoretical “ocean dynamical thermostat” response of ENSO to exogenous radiative forcing.