The association between climate variability and grain harvest yields has been an important component of food security and economy in European history. Yet, inter-regional comparisons of climate–yield relationships have been hampered by locally varying data types and the use of different statistical methods. Using a coherent statistical framework, considering the effects of diverse serial correlations on statistical significance, we assess the temperature and hydroclimate (precipitation and drought) signatures in grain harvest yields across varying environmental settings of early modern (ca. 1500–1800) Europe. An unprecedentedly large network of yield records from northern (Sweden), central (Switzerland), and southern (Spain) Europe are compared with a diverse set of seasonally and annually resolved palaeoclimate reconstructions. Considering the effects of different crop types and time series frequencies, we find within regions consistent climate–harvest yield associations characterized by a significant summer soil moisture signal in Sweden, winter temperature and precipitation signals in Switzerland, and spring and annual mean temperature signals in Spain. The regional-scale climate–harvest associations are weaker than the recently revealed climate signals in early modern grain prices but similar in strength to modern climate–harvest relationships at comparable spatial scales. This is a noteworthy finding considering the uncertainties inherent in both historical harvest and palaeoclimate data.