The present study focused on turbidite sedimentation in the Cilaos turbidite system, a volcaniclastic deep-sea fan recently recognized offshore La Réunion Island. A set of piston cores was collected in order to establish the stratigraphy of this fan and to examine the processes controlling the turbidite sedimentation off the Cilaos cirque (Piton des Neiges volcanic massif) over the last climatic cycle. Two main phases of turbidite activity were identified, during the ca 140–127 ka and 30–0 ka periods, coinciding with the two last glacial–interglacial transitions (i.e., Terminations II and I). In addition to changes in climate and eustatic sea-level, these periods coincide with a low effusive volcanic activity of the Piton des Neiges volcano. The high erosional rates identified in the Cilaos cirque during these intervals of both low effusive volcanic activity and enhanced rainfall level are probably the main driver of sediment supply to the deep‐sea depositional system. These new findings also highlight the important capacity of volcaniclastic turbidite systems to record rapid paleoenvironmental changes.