Processes that control the hydrological balance in eastern South Africa on orbital to millennial timescales remain poorly understood because proxy records documenting its variability at high resolution are scarce. In this work, we present a detailed 270,000 year-long record of terrestrial climate variability in the KwaZulu-Natal province based on elemental ratios of Fe/K from the southwest Indian Ocean, derived from X-ray fluorescence core scanning. Eastern South African climate variability on these time scales reflects both the long-term effect of regional insolation changes driven by orbital precession and the effects associated with high-latitude abrupt climate forcing over the past two glacial-interglacial cycles, including millennial-scale events not previously identified. Rapid changes towards more humid conditions in eastern South Africa as the Northern Hemisphere entered phases of extreme cooling were potentially driven by a combination of warming in the Agulhas Current and shifts of the subtropical anticyclones. These climate oscillations appear coherent with other Southern Hemisphere records but are anti-phased with respect to the East Asian Monsoon. Numerical modelling results reveal that higher precipitation in the KwaZulu-Natal province during precession maxima is driven by a combination of increased local evaporation and elevated moisture transport into eastern South Africa from the coast of Mozambique.