The coupled atmosphere-ocean system over the Indian Ocean (termed Indian Ocean Zonal Mode, IOZM) and its activity over the past 200 years is analyzed in a paleoclimate simulation from a coupled atmosphere-ocean general circulation model (AOGCM). Validation shows that the AOGCM captures spatio-temporal patterns of sea surface temperature anomalies as well as the seasonal phase-locking feature of the IOZM. The period 1820–1880 exhibits a high frequency of climatically significant IOZM events, compared to a relatively low frequency in the 20th century. This shift in frequency provides a climate dynamics background for the interpretation of proxy data from East Africa, a region subjected to anomalously strong October–December precipitation during IOZM events. In the late 19th century, East African lakes had highstands (e.g., Lake Victoria) and its glaciers stable extents (e.g., Kilimanjaro), consistent with a wetter climate due to the higher frequency of IOZM events.