Pangaea, the largest landmass in the Earth's history, was nearly bisected by the Equator during the late Palaeozoic and early Mesozoic eras. Modelling experiments and stratigraphic studies have suggested that the supercontinent generated a monsoonal atmospheric circulation that led to extreme seasonality, but direct evidence for annual rainfall periodicity has been lacking. In the Mesozoic era, about 190 million years ago, thick deposits of wind-blown sand accumulated in dunes of a vast, low-latitude desert at Pangaea's western margin. These deposits are now situated in the southwestern USA. Here we analyse slump masses in the annual depositional cycles within these deposits, which have been described for some outcrops of the Navajo Sandstone. Twenty-four slumps, which were generated by heavy rainfall, appear within one interval representing 36 years of dune migration. We interpret the positions of 20 of these masses to indicate slumping during summer monsoon rains, with the other four having been the result of winter storms. The slumped lee faces of these Jurassic dunes therefore represent a prehistoric record of yearly rain events.