The Southern Hemisphere (SH) westerly winds are thought to be critical to global ocean circulation, productivity, and carbon storage. For example, an equatorward shift in the winds, though its affect on the Southern Ocean circulation, has been suggested as the leading cause for the reduction in atmospheric CO2 during the Last Glacial period. Despite the importance of the winds, it is currently not clear, from observations or model results, how they behave during the Last Glacial. Here, an atmospheric modelling study is performed to help determine likely changes in the SH westerly winds during the Last Glacial Maximum (LGM). Using LGM boundary conditions, the maximum in SH westerlies is strengthened by ∼+1 m s−1 and moved southward by ∼2° at the 850 hPa pressure level. Boundary layer stabilisation effects over equatorward extended LGM sea-ice can lead to a small apparent equatorward shift in the wind band at the surface. Further sensitivity analysis with individual boundary condition changes indicate that changes in sea surface temperatures are the strongest factor behind the wind change. The HadAM3 atmospheric simulations, along with published PMIP2 coupled climate model simulations, are then assessed against the newly synthesised database of moisture observations for the LGM. Although the moisture data is the most commonly cited evidence in support of a large equatorward shift in the SH winds during the LGM, none of the models that produce realistic LGM precipitation changes show such a large equatorward shift. In fact, the model which best simulates the moisture proxy data is the HadAM3 LGM simulation which shows a small poleward wind shift. While we cannot prove here that a large equatorward shift would not be able to reproduce the moisture data as well, we show that the moisture proxies do not provide an observational evidence base for it.