ABSTRACT The El Niño/Southern Oscillation (ENSO) constitutes the largest single source of interannual climate variability on a global scale, yet our understanding of its characteristics is limited by a focus on the modern instrumental era. To study ENSO characteristics during the pre‐industrial era we rely on reconstructions of ENSO developed from a range of environmental proxies, documentary sources and palaeoclimate model simulations. Here we review the ENSO reconstructions from a range of sources covering the last millennium to assess characteristics of interannual ENSO variability and examine evidence for changes in ENSO characteristics over time. Despite differences in target variables (i.e., ENSO indices, seasonal window) and record durations, several reconstructions show broadly similar patterns, including periods of reduced ENSO variability in the mid 14th century, mid 18th and 19th centuries, whereas high variance periods were common around the early 14th, 15th and 19th century. Climate model simulations also exhibit modulation of ENSO amplitude over time. However, the extent to which this reflects a forced response remains uncertain. Key differences among reconstructions make it challenging to assess the likelihood of changes in ENSO event frequency or diversity. We suggest that ensembles of pre‐instrumental records, similar to climate model projections, may provide a way forward for improving our understanding of past ENSO variability. Future work that carefully selects or develops proxy records in a way that, for example, targets ENSO diversity or teleconnection stability over time will also lead to further progress. This article is categorized under: Paleoclimates and Current Trends > Paleoclimate Paleoclimates and Current Trends > Modern Climate Change Paleoclimates and Current Trends > Climte Forcing