The Pacific Decadal Oscillation (PDO) has a significant impact on global climate. However, previous reconstructions of the PDO have lacked consensus due to differences in regions and types of paleoclimate proxies used. In this study, we combined advantages of different proxies using the nested principal component regression method, synthesizing global well-dated high-resolution terrestrial tree ring δ18O, speleothem δ18O, and marine coral δ18O records to reconstruct the PDO from 383 to 2000 CE. The reconstructed PDO shows persistent decadal changes and the PDO variability has increased since the Industrial Revolution, possibly related to more frequent shifts in PDO phases. Over the past millennium, PDO can modulate the El Niño-Southern Oscillation (ENSO), with more frequent El Niño (La Niña) events during positive (negative) PDO phases. Additionally, superposed epoch analysis did not find clear evidence of volcanic eruption events affecting PDO phases. Our new reconstruction of the PDO provides an extension of instrumental records and benefit the research on the mechanisms of decadal climate variability.