Abstract Geological records strongly suggest that, globally, Earth’s atmosphere was much dustier than present during the Last Glacial Maximum (LGM) but the explanation is debated, with greater aridity, stronger/gustier winds and less effective washout from a drier atmosphere all invoked. Yet dust deposition can be spatially complex. Both the North Atlantic Ocean and Mediterranean Sea receive dust from the world’s main source, North Africa, but they suggest a dipole pattern of dust accumulation with increased and decreased LGM inputs respectively. Here we use pre‐industrial and LGM simulations from two Earth System models to investigate this dipole. We show that African dust export westwards to the Atlantic Ocean is favored by steep meridional North Atlantic thermal gradients and a strengthened Azores High while transport northwards to the Mediterranean is favored when temperature gradients and the Azores High are weaker. Our results show that wind direction can strongly influence paleo‐dust and ‐climate records.