This dataset provides millennial-scale reconstructions of sea surface temperature (SST) in the western Arabian Sea from 37-67 ka BP. Measurements were made on sediment samples from core NIOP 929 (13°42.21′ N, 53°14.76′ E), recovered at 2490 m water depth from the modern-day upwelling zone off Somalia during the 1992–1993 Netherlands Indian Ocean Programme (NIOP). Here we present stable oxygen isotope ratios (δ¹⁸O) and Mg/Ca-based sea surface temperature (SST) reconstructions from the planktonic foraminifera Globigerina bulloides and Globigerinoides ruber. Mg/Ca-based SSTs were then used to estimate seasonal SSTs (winter and summer). δ¹⁸O measurements were conducted at the School of GeoSciences, University of Edinburgh, using a Thermo Scientific Delta Plus Advantage isotope ratio mass spectrometer coupled to a Kiel Carbonate III device. Mg/Ca analyses were performed using a Varian Vista Pro ICP-OES system at the School of GeoSciences, University of Edinburgh. The data was collected to investigate past seasonal SST variability and monsoon dynamics in the Arabian Sea on millennial timescales. The aim was to assess how millennial-scale climate variability influenced the strength and seasonality of the monsoon system, as well as investigating hemispheric controls on Arabian Sea climate.