Sequence stratigraphic interpretation of paralic successions is complicated by the complex interfingering of marine and continental strata. The successions may also include terrestrial extensions of marine parasequences and completely independent lacustrine parasequence analogues. Failure in recognizing the possible interbeddding of these two independent parasequence types may lead to construction of sequence stratigraphic schemes based on incompatible data sets. We have studied a Lower Jurassic paralic section from the Baltic island of Bornholm, situated in the Tornquist Zone, which demarcates the transition from the stable Precambrian Baltic Shield to the subsiding Danish Basin and Danish-Polish Trough. The Hettangian-Sinemurian Sose Bugt Member (Rønne Formation) of Bornholm includes lacustrine, fluvial and restricted marine, estuarine deposits reflecting the basin-margin position. Biostatigraphic resolution is poor and a sequence stratigraphic interpretation of the paralic succession is far from straightforward. A multidisciplinary approach including facies analysis, recognition and lateral trading of key surfaces, palynostratigraphy, palynofacies, coal petrography, palaeopedology, clay mineralogy and source rock geochemistry is applied in order to obtain a high degree of precision in the interpretation of the paralic facies. In this way four sequences are recognized in the overall backstepping lacustrine to estuarine succession. Marine and marginal marine parasequences are distinguished from their purely lacustrine analogues, and an internally consistent sequence stratigraphic scheme is proposed. This is compared and tentatively correlated with fossiliferous marine sediments in the Danish Basin and with published eustatic cycle charts.