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Centennial-to-millennial scale records from IODP Site U1387, drilled during IODP Expedition 339 into the Faro Drift at 558 m water depth, now allow evaluating the climatic history of the upper core of the Mediterranean Outflow (MOW) and of the surface waters in the northern Gulf of Cadiz during the early Pleistocene. This study focuses on the period from Marine Isotope Stage (MIS) 29 to 34, i.e. the interval surrounding extreme interglacial MIS 31. Conditions in the upper MOW reflect obliquity, precession and millennial-scale variations. The benthic d18O signal follows obliquity with the exception of an additional, smaller d18O peak that marks the MIS 32/31 transition. Insolation maxima (precession minima) led to poor ventilation and a sluggish upper MOW core, whereas insolation minima were associated with enhanced ventilation and often also increased bottom current velocity. Millennial-scale periods of colder sea-surface temperatures (SST) were associated with short-term maxima in flow velocity and better ventilation, reminiscent of conditions known from MIS 3. A prominent contourite layer, coinciding with insolation cycle 100, was formed during MIS 31 and represents one of the few contourites developing within an interglacial period. MIS 31 surface water conditions were characterized by an extended period (1065-1091 ka) of warm SST, but SST were not much warmer than during MIS 33. Interglacial to glacial transitions experienced 2 to 3 stadial/interstadial cycles, just like their mid-to-late Pleistocene counterparts. Glacial MIS 30 and 32 recorded periods of extremely cold (< 12°C) SST that in their climatic impact were comparable to the Heinrich events of the mid and late Pleistocene. Glacial MIS 34, on the other hand, was a relative warm glacial period off southern Portugal. Overall, surface water and MOW conditions at Site U1387 show strong congruence with Mediterranean climate, whereas millennial-scale variations are closely linked to North Atlantic circulation changes.