The TEX86 (TetraEther indeX of tetraethers consisting of 86 carbon atoms) sea-surface temperature (SST) proxy is based on the distribution of isoprenoid glycerol dialkyl glycerol tetraether (GDGT) membrane lipids of pelagic Thaumarchaeota that are preserved in marine sediments. It is a valuable tool for reconstructing past SSTs from sedimentary archives, however there are still major uncertainties as to the effects of variables other than temperature on the proxy. Here we present the first study of GDGT variability across early Cretaceous interbedded pelagic and shelf-sourced turbiditic sediments from two Deep Sea Drilling Project (DSDP) sites in the western North Atlantic. The results indicate that a small, but consistent, offset in TEX86 ratios, equivalent to ~ 1–2 ºC of temperature difference, occurs between interbedded lithologies of a similar age. The offset can be attributed to spatial differences in sea-surface temperatures or thaumarchaeotal populations between the shelf and the open ocean, or to secondary diagenetic effects related to oxic degradation of the GDGTs. Of these, a difference in either thaumarchaeotal taxa or ecology between those living in the shelf and ocean areas seems most plausible. Regardless of the root cause of the offset, these findings highlight the necessity of careful sample selection prior to TEX86 analysis, to ensure robust interpretation of palaeotemperature trends.