A fully coupled atmosphere–ocean general circulation model is used to simulate climate conditions during the last glacial maximum (LGM). Forcing conditions include astronomical parameters, greenhouse gases, ice sheets and vegetation. A 50-yr period of the global simulation is dynamically downscaled to 50 km horizontal resolution over Europe with a regional climate model (RCM). A dynamic vegetation model is used to produce vegetation that is consistent with the climate simulated by the RCM. This vegetation is used in a final simulation with the RCM. The resulting climate is 5–10 °C colder than the recent past climate (representative of year 1990) over ice-free parts of Europe as an annual average; over the ice-sheet up to 40 °C colder in winter. The average model-proxy error is about the same for summer and winter, for pollen-based proxies. The RCM results are within (outside) the uncertainty limits for winter (summer). Sensitivity studies performed with the RCM indicate that the simulated climate is sensitive to changes in vegetation, whereas the location of the ice sheet only affects the climate around the ice sheet. The RCM-simulated interannual variability in near surface temperature is significantly larger at LGM than in the recent past climate.