To better understand the landscape dynamics and changes in habitat connectivity influenced by glacial and interglacial oscillations over the biodiversity-rich Hengduan Mountains (HM) region, high-resolution climate data for past periods are essential. We apply the non-hydrostatic limited-area model COSMO, with a resolution of 12 km over East Asia, to simulate the Last Glacial Maximum (LGM), a period characterized by a generally colder and drier climate compared to present-day conditions. We perform the downscaling with a novel approach for paleoclimate modelling, the Pseudo-Global Warming (PGW) method. The COSMO PGW simulation for the LGM shows that COSMO generally replicates the large-scale dynamics of the driving global climate model simulation in the colder climate. Both models suggest weaker Asian summer monsoon systems during this period. Consequently, regions such as the Bay of Bengal, and the South China Sea, which typically receive substantial monsoon rainfall, experience significantly reduced precipitation. However, despite these model similarities, the high-resolution COSMO simulation exhibits distinctive differences on a smaller scale—particularly over land. For instance, COSMO suggests a more pronounced southward shift of the jet stream during the LGM winter, with cooler conditions in southern China. Moreover, the COSMO simulation, despite the overall weaker summer monsoon circulation, features increased precipitation amounts for much of the HM. Additionally, COSMO suggests a more extensive increase in snowfall over the High Mountain Asia region. Our study suggests that the resource-saving PGW approach is a suitable method to bridge the gap between large-scale projections and regional climate impacts—also for past periods like the LGM.