The study of historical environmental changes is important for understanding the general trends of climatic and environmental changes, objectively evaluating the present environment in the context of the climatic and environmental history. It provides scientific test tools for predicting future climatic and environmental changes. This paper reviews the studies of the relations between the lake sediment proxies and the climatic factors, and the reconstruction of the environmental change history in the last 20 thousand years, based upon the lake sediments, to elucidate the sensitive response of the lake sediments to the climatic changes on the Tibetan Plateau.