Abstract The Arctic warms faster than anywhere else on Earth, and paleoclimate data are key to placing this amplified response in a long‐term context. But most past temperature proxies record growing season conditions, when their biological signal carriers are produced. This bias is important, as model simulations suggest that future Arctic warming will be strongest in winter. We help close this gap by presenting a 6.7 ka long record of Arctic cold season climate change. For this purpose, we characterize siderite mineral concretions in Svalbard Lake sediments that form under anoxic conditions, prompted by lingering lake ice coverage after severe winters. To do so with high micrometer‐scale precision, we integrate multiple core scanning characteristics. This novel approach finds non‐linear transitions in response to a complex interplay between abrupt (volcanic) and gradual (cyclic) paleoclimate forcings.