Determining past changes in the amplitude, frequency and teleconnections of the El Niño-Southern Oscillation (ENSO) is important for understanding its potential sensitivity to future anthropogenic climate change. Palaeo-reconstructions from proxy records can provide long-term information of ENSO interactions with the background climatic state through time. However, it remains unclear how ENSO characteristics have changed on long timescales, and precisely which signals proxies record. Proxy interpretations are typically underpinned by the assumption of stationarity in relationships between local and remote climates, and often utilise archives from single locations located in the Pacific Ocean to reconstruct ENSO histories. Here, we investigate the long-term characteristics of ENSO and its teleconnections using the Last Millennium experiment of CMIP5 (Coupled Model Intercomparison Project phase 5; Taylor et al., 2012). We show that the relationship between ENSO conditions (NINO3.4) and local climates across the Pacific basin differs significantly for 100-year epochs defining the Last Millennium and the historical period 1906–2005. Furthermore, models demonstrate decadal- to centennial-scale modulation of ENSO behaviour during the Last Millennium. Overall, results suggest that the stability of teleconnections may be regionally dependent and that proxy climate records may reveal complex changes in teleconnected patterns, rather than large-scale changes in base ENSO characteristics. As such, proxy insights into ENSO may require evidence to be considered over large spatial areas in order to deconvolve changes occurring in the NINO3.4 region from those relating to local climatic variables. To obtain robust histories of the ENSO and its remote impacts, we recommend interpretations of proxy records should be considered in conjunction with palaeo-reconstructions from within the central Pacific.