In this data article, a dataset of paleoclimatic records ranging from 22 to 9 thousand years before present is reported, which is related to the research article entitled "Breakpoint lead-lag analysis of the last deglacial climate change and atmospheric CO2 concentration on global and hemispheric scales" published in the journal of Quaternary International by Liu et al. (2018). In the dataset, 4 delta O-18 records derived from Greenlandic ice cores, 2 delta D records and 7 delta O-18 records derived from Antarctic ice cores, 32 U-37(K') records and 26 Mg/Ca records derived from marine deposits, and 17 delta O-18 records derived from cave stalagmites were collected and collated. General and statistical characteristics of these 88 proxy records are showed here. All of the data are stored in separate Microsoft Excel spreadsheets that are available for researchers.