© 2015 Elsevier Ltd. The northwest Australian summer monsoon owes a notable degree of its interannual variability to interactions with other regional monsoon systems. Therefore, changes in the nature of these relationships may contribute to variability in monsoon strength over longer time scales. Previous attempts to evaluate how proxy records from the Indonesian-Australian monsoon region correspond to other records from the Indian and East Asian monsoon regions, as well as to El Niño-related proxy records, have been qualitative, relying on 'curve-fitting' methods. Here, we seek a quantitative approach for identifying coupling relationships between paleoclimate proxy records, employing statistical techniques to compute the interdependence of two paleoclimate time series. We verify the use of complex networks to identify coupling relationships between modern climate indices. This method is then extended to a set of paleoclimate proxy records from the Asian, Australasian and South American regions spanning the past 9000 years. The resulting networks demonstrate the existence of coupling relationships between regional monsoon systems on millennial time scales, but also highlight the transient nature of teleconnections during this period. In the context of the northwest Australian summer monsoon, we recognise a shift in coupling relationships from strong interhemispheric links with East Asian and ITCZ-related proxy records in the mid-Holocene to significantly weaker coupling in the later Holocene. Although the identified links cannot explain the underlying physical processes leading to coupling between regional monsoon systems, this method provides a step towards understanding the role that changes in teleconnections play in millennial-to orbital-scale climate variability.