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Humanity has often faced critical phases determined by climate changes combined with other natural catastrophes that implied significant socio-economic consequences. In this article, we present an observational study on the possible systematic connection between these factors for the specific case of Italy, comparing the occurrence of pandemics, earthquakes, and volcanic eruptions with the glacial history of the last millennium. We have found that the natural catastrophes concentrate in the periods of ice expansion in Europe, whereas the phenomena are in attenuation in the current phase of global warming. Such a behavior has influenced the economy of the country: in fact, a comparison with a reconstruction of the per capita Gross Domestic Product since 1310 shows that the periods of maximum economic expansion occurred during the deglaciation phases. This study has confirmed the general connection of the climate with a number of Earth processes and the difficulty to foresee its changes. Furthermore, the extension of the analysis at the world level for the last 2500 years has evidenced that different types of pandemics (plague, cholera and influenza) almost exclusively spread during the phases of glacial expansion.