Asian climate patterns, characterised by highly seasonal monsoons and continentality, are thought to originate in the Eocene epoch (56 to 34 million years ago – Ma) in response to global climate, Tibetan Plateau uplift and the disappearance of the giant Proto-Paratethys sea formerly extending over Eurasia. The influence of this sea on Asian climate has hitherto not been constrained by proxy records despite being recognised as a major driver by climate models. We report here strongly seasonal records preserved in annual lamina of Eocene oysters from the Proto-Paratethys with sedimentological and numerical data showing that monsoons were not dampened by the sea and that aridification was modulated by westerly moisture sourced from the sea. Hot and arid summers despite the presence of the sea suggest a strong anticyclonic zone at Central Asian latitudes and an orographic effect from the emerging Tibetan Plateau. Westerly moisture precipitating during cold and wetter winters appear to have decreased in two steps. First in response to the late Eocene (34–37 Ma) sea retreat; second by the orogeny of the Tian Shan and Pamir ranges shielding the westerlies after 25 Ma. Paleogene sea retreat and Neogene westerly shielding thus provide two successive mechanisms forcing coeval Asian desertification and biotic crises.