Asian Monsoon is an important part of the climate system, including the East Asian Monsoon and the Indian Monsoon. The history of monsoon change and its mechanism since the Holocene are critical to predicting monsoon changes in the future, and are important boundary conditions for numerical simulations of monsoon. Holocene monsoon variation is mainly controlled by solar radiation intensity, and on the basis of the general trend of solar radiation change there are still abrupt changes of climate on millennial-centennial scale, which corresponded to the North Atlantic cold events. 8.2 ka and 4.2 ka events are two typical weak monsoon events, the former is characterized by cold in high latitude, and the latter is characterized by drought in middle-low latitude. The Medieval Warm Period (MWP) and Little Ice Age(LIA) during the last millennium occurred before human activities have obvious impact on climate change, so the changing mechanisms of two events can deepen the understanding of either natural factors or human activities dominating the earth's climate change. The general trend of Holocene monsoon is dominated by solar radiation; the climate changes on millennial-centennial scale have relation to solar activity, the North Atlantic oscillations, the equatorial Pacific SSTs, and so on. The study of monsoon change, especially the monsoon during the rapid climate change period is the key to monsoon climate prediction and is also the difficult point. The variations of the East Asian Summer Monsoon and the Indian Monsoon are consistent in general trend, and the phase displacement exists in the millennial-centennial scale changes. The phase relationship between the East Asian Winter Monsoon (EAWM) and the East Asian Summer Monsoon (EASM) is unclear, requiring further research.