Abstract Understanding past East Asian monsoon dynamics is crucial for projecting its responses to substantial climate forcing under future global warming scenarios. However, the relationship between East Asian Winter monsoon (EAWM) and summer monsoon (EASM) in the late Holocene remains under debate. Here, a 2500‐year high‐resolution record of EAWM intensity has been reconstructed based on the end‐members of core sediments from a coastal current system, suggesting a strengthening trend in the last 2500 years. The centennial variability of EAWM shows a predominant in‐phase coupling with EASM under ENSO forcing. The monsoons synchronously weakened during El Niño and strengthened during La Niña. This synchrony collapsed during the Medieval Warm Period under El Niño‐frequent conditions, when the monsoons shifted to be anti‐phased. This breakdown is attributed to the anomalously shifted westerlies that changed Atlantic inflow, furtherly modulating Eurasian temperatures and displacing the Siberian and Subtropical Highs, thereby altering winter monsoon intensity.