The association between solar activity and Asian monsoon (AM) remains unclear. Here we evaluate the possible connection between them based on a precisely-dated, high-resolution speleothem oxygen isotope record from Dongge Cave, southwest China during the past 4.2 thousand years (ka). Without being adjusted chronologically to the solar signal, our record shows a distinct peak-to-peak correlation with cosmogenic nuclide (14)C, total solar irradiance (TSI), and sunspot number (SN) at multi-decadal to centennial timescales. Further cross-wavelet analyses between our calcite δ(18)O and atmospheric (14)C show statistically strong coherence at three typical periodicities of ~80, 200 and 340 years, suggesting important roles of solar activities in modulating AM changes at those timescales. Our result has further indicated a better correlation between our calcite δ(18)O record and atmospheric (14)C than between our record and TSI. This better correlation may imply that the Sun-monsoon connection is dominated most likely by cosmic rays and oceanic circulation (both associated to atmospheric (14)C), instead of the direct solar heating (TSI).