El Niño Southern Oscillation (ENSO) is one of the most important modes of variability in the climate system. However, ENSO instrumental records are too short to characterize its natural variability at long-term timescales. Paleoclimate records showing ENSO variability during the Holocene on centennial and millennial timescales are rare but critical for our understanding of long-term multidecadal- to millennial-scale variability. Here we used several climate sensitive piñon pine (Pinus edulis) pollen records from the Southern Rockies, USA, to produce a detailed continuous record of effective precipitation and ENSO-like variability for the last 11,000 yrs. La Niña conditions dominated the Early Holocene while El Niño conditions enhanced in an increasing trend over the last 6,000 yrs. This trend was modulated by millennial-scale and ENSO-like hydrological activity at prominent 900-1,000-yr cycles and the amplitude of these cycles increased until present. Enhanced La Niña and related multidecadal megadroughts occurred in the Southern Rockies centered at ca. 10, 8, 6.8, 5.8, 4.8, 4, 3, 2.2, 1 ka. Insolation and solar output changes are suggested here as the main triggers for ENSO climate and vegetation changes. Our analysis of recent strong La Niña events, representing modern climate analogs of past conditions, indicates anomalously dry conditions persisting annually, leading to prolonged drought that impact piñon pine growth. Following the thermostat hypothesis and the Sun-ENSO link, such dry conditions are expected to prevail in the future, which combined with increasing temperatures, will most likely generate megadroughts in the SW USA.