Changes in the strength and position of Southern Hemisphere westerly winds during the Last Glacial cycle have been invoked to explain both millennial and glacial–interglacial climate fluctuations. However, neither paleo models nor paleodata agree on the magnitude, or even the sign, of the change in wind strength and latitude during the most studied glacial period, the Last Glacial Maximum (LGM), compared to the recent past. This paper synthesizes paleo-environmental data that have been used to infer changes in LGM winds. Data compilations are provided for changes in terrestrial moisture, dust deposition, sea surface temperatures and ocean fronts, and ocean productivity, and existing data on Southern Hemisphere ocean circulation changes during the LGM are summarized. We find that any hypothesis of LGM wind and climate change needs to provide a plausible explanation for increased moisture on the west coast of continents, cooler temperatures and higher productivity in the Subantarctic Zone, and reductions in Agulhas leakage around southern Africa. Our comparison suggests that an overall strengthening, an equatorward displacement, or no change at all in winds could all be interpreted as consistent with observations. If a single cause related to the southern westerlies is sought for all the evidence presented, then an equatorward displacement or strengthening of the winds would be consistent with the largest proportion of the observations. However, other processes, such as weakening or poleward shifts in winds, a weakened hydrological cycle, extended sea-ice cover, and changed buoyancy fluxes, cannot be ruled out as potential explanations of observed changes in moisture, surface temperature, and productivity. We contend that resolving the position and strength of westerly winds during the LGM remains elusive based on data reconstructions alone. However, we believe that these data reconstructions of environmental conditions can be used in conjunction with model simulations to identify which processes best represent westerly wind conditions during the LGM.