Modulation of a monsoon under glacial forcing is examined using an atmosphere–ocean coupled general circulation model (AOGCM) following the specifications established by Paleoclimate Modelling Intercomparison Project phase 2 (PMIP2) to understand the air–sea–land interaction under different climate forcing. Several sensitivity experiments are performed in response to individual changes in the continental ice sheet, orbital parameters, and sea surface temperature (SST) in the Last Glacial Maximum (LGM: 21 ka) to evaluate the driving mechanisms for the anomalous seasonal evolution of the monsoon. Comparison of the model results in the LGM with the pre-industrial (PI) simulation shows that the Arabian Sea and Bay of Bengal are characterized by enhancement of pre-monsoon convection despite a drop in the SST encompassing the globe, while the rainfall is considerably suppressed in the subsequent monsoon period. In the LGM winter relative to the PI, anomalies in the meridional temperature gradient (MTG) between the Asian continents minus the tropical oceans become positive and are consistent with the intensified pre-monsoon circulation. The enhanced MTG anomalies can be explained by a decrease in the condensation heating relevant to the suppressed tropical convection as well as positive insolation anomalies in the higher latitude, showing an opposing view to a warmer future climate. It is also evident that a latitudinal gradient in the SST across the equator plays an important role in the enhancement of pre-monsoon rainfall. As for the summer, the sensitivity experiments imply that two ice sheets over the northern hemisphere cools the air temperature over the Asian continent, which is consistent with the reduction of MTG involved in the attenuated monsoon. The surplus pre-monsoon convection causes a decrease in the SST through increased heat loss from the ocean surface; in other words, negative ocean feedback is also responsible for the subsequent weakening of summer convection.