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 provide long-term information of ENSO interactions with the background climatic state through time. However, it remains unclear how ENSO characteristics have changed through time, and precisely which signals proxies record. Proxy interpretations are 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 stationarity of ENSO teleconnections using the Last Millennium experiment of CMIP5 (Coupled Model Intercomparison Project phase 5) (Taylor et al., 2012). We show that modelled ENSO characteristics vary on decadal- to centennial-scales, resulting from internal variability and external forcings, such as tropical volcanic eruptions. Furthermore, the relationship between ENSO conditions and local climates across the Pacific basin varies throughout the Last Millennium. Results show the stability of teleconnections is regionally dependent and proxies may reveal complex changes in teleconnected patterns, rather than large-scale changes in base ENSO characteristics. As such, proxy insights into ENSO likely require evidence to be synthesised over large spatial areas in order to deconvolve changes occurring in the NINO3.4 region from those pertaining to proxy-relevant 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.