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.