Palaeoclimatic reconstructions over long glacial–interglacial timescales present major methodological challenges, as calibration methods based on modern climate and vegetation patterns may yield biased reconstructions from non-analogue palaeoclimates, such as severely continental glacial periods. In this work, we present pollen-based summer temperature reconstructions based on Holocene and early Weichselian (Marine Isotope Stages (MIS) 5d–c) deposits at Sokli, northern Finland. We attempt to improve the robustness of reconstructions of continental palaeoclimates by using two calibration sets, with one located in the region surrounding the fossil site and another in a more continental region in northwestern Russia. We assess the reliability of the reconstructions by estimating the compositional fit between fossil and calibration samples and by comparison with independent, plant macrofossil-based reconstructions. We find the fossil samples to fit the extra-regional, high-continentality calibration set better during the early Holocene and MIS 5d–c. Especially in MIS 5d–c, however, even the high-continentality calibration set fits the fossil samples poorly compared to the fit achieved in the mid and late Holocene. Thus our results highlight the problem of finding applicable calibration data for pre-Holocene periods. We finally discuss the relative strengths and vulnerabilities of different calibration methods in reconstruction of non-analogue palaeoclimates. Copyright © 2013 John Wiley & Sons, Ltd.