The long-term variability of the Siberian High, the dominant Northern Hemisphere anticyclone during winter, is largely unknown. To investigate how this feature varied prior to the instrumental record, we present a reconstruction of a Dec--Feb Siberian High (SH) index based on Eurasian and North American tree rings. Spanning 1599--1980, it provides information on SH variability over the past four centuries. A decline in the instrumental SH index since the late 1970s, related to Eurasian warming, is the most striking feature over the past four hundred years. It is associated with a highly significant (p < 0.0001) step change in 1989. Significant ~3--4 yr spectral peaks in the reconstruction fall within the range of variability of the East Asian winter monsoon (which has also declined recently) and lend further support to proposed relationships between these large-scale features of the climate system.