Abstract The response of terrestrial climate to future warming remains debated. The Pliocene, with CO2 levels similar to today, is an important analog for the future. The East Asian monsoon marginal region is one of the most climate sensitive regions on Earth. Based on contemporaneous aeolian sediments and aquatic‐influenced alluvial sediments from the Weihe Basin, we quantitatively reconstructed land surface temperatures using lipid biomarkers during the Pliocene‐Pleistocene. A source‐affinity classifier model of alluvial‐fan sediments demonstrates that sedimentary changes do not obscure the reconstructed paleotemperature trend. Our results show continuous cooling during 4.5–2.7 Ma in line with global temperature decline, followed by an early Pleistocene rebound despite continued global cooling. Integrated regional vegetation and moisture records suggest that coupled ecological and hydrological feedbacks combined with weakened lake thermal buffering were likely the primary drivers of this temperature rebound. Ecological‐hydrological modulation forced regional land‐surface feedbacks to progressively offset the background cooling tendency.