Changes in climate variability are as important for society to address as are changes in mean climate. Contrasting temperature variability during the Last Glacial Maximum and the Holocene can provide insights into the relationship between the mean state of the climate and its variability. However, although glacial-interglacial changes in variability have been quantified for Greenland, a global view remains elusive. Here we use a network of marine and terrestrial temperature proxies to show that temperature variability decreased globally by a factor of four as the climate warmed by 3-8 degrees Celsius from the Last Glacial Maximum (around 21,000 years ago) to the Holocene epoch (the past 11,500 years). This decrease had a clear zonal pattern, with little change in the tropics (by a factor of only 1.6-2.8) and greater change in the mid-latitudes of both hemispheres (by a factor of 3.3-14). By contrast, Greenland ice-core records show a reduction in temperature variability by a factor of 73, suggesting influences beyond local temperature or a decoupling of atmospheric and global surface temperature variability for Greenland. The overall pattern of reduced variability can be explained by changes in the meridional temperature gradient, a mechanism that points to further decreases in temperature variability in a warmer future.