We report an analysis of geothermal heat flow density (HFD) in the Fennoscandian Shield and East European Platform showing a systematic variation with depth. The HFD data (1352 values) averaged in 25 m depth intervals and in 1° × 2° latitude‐longitude areas increase from ∼35–40 mW m−2 in the first 500 m to ∼45 mW m−2 at 1000 m, finally reaching ∼50 mW m−2 between 1000 and 3000 m and deeper. We attribute this variation to long‐term climatic changes in ground surface temperatures (GST) during the Weichselian (late Pleistocene) glaciation and the Holocene. Monte Carlo inversion was applied for determining ground surface temperature histories during the past 100,000 years, and the results indicate the lowest GST at time of the Last Glacial Maximum (∼20,000 years B.P.), followed by an average warming of 8.0 ± 4.5° at ∼10,000 years B.P.