Sedimentary charcoal records document changes in fire regime.We have identified 67 sites (30 sites with better than millennial resolution) which have records for some part of the Last Glacial to analyse changes in global fire regimes. Fire was consistently lower during the glacial than during the Eemian and Holocene. Within the glacial, Marine Isotope Stage (MIS) 3 is characterised globally by more fire than MIS 2. The signal for MIS 4 is less clear: there is more fire in the Northern Hemisphere and less fire in the Southern Hemisphere than during MIS 2 and 3. The records, most particularly records from the northern extratropics, show millennial-scale variability in fire regimes corresponding to the rapid climate changes associated with Dansgaard–Oeschger (D-O) cycles. Most of the D-O cycles during the Last Glacial and all of the Heinrich stadials are apparent in the composite global record of fire regime: fire increases during D-O warming events and decreases during intervals of rapid cooling. Our analyses show that fire regimes show a lagged response to rapid climate changes of ca 100–200 years in the case of D-O warming events, ca 0–100 years in the case of D-O cooling events and ca 200 years in the case of Heinrich Stadials. The Strong climatic variability experienced during the glacial resulted in important changes in fire regimes even though the base level of biomass burning was less than today.