Earth system models show wide disagreement when simulating the climate of the continents at the Last Glacial Maximum (LGM). This disagreement may be related to a variety of factors, including model resolution and an incomplete representation of Earth system processes. To assess the importance of resolution and land–atmosphere feedbacks on the climate of Europe, we performed an iterative asynchronously coupled land–atmosphere modelling experiment that combined a global climate model, a regional climate model, and a dynamic vegetation model. The regional climate and land cover models were run at high (18 km) resolution over a domain covering the ice-free regions of Europe. Asynchronous coupling between the regional climate model and the vegetation model showed that the land–atmosphere coupling achieves quasi-equilibrium after four iterations. Modelled climate and land cover agree reasonably well with independent reconstructions based on pollen and other paleoenvironmental proxies. To assess the importance of land cover on the LGM climate of Europe, we performed a sensitivity simulation where we used LGM climate but present-day (PD) land cover. Using LGM climate and land cover leads to colder and drier summer conditions around the Alps and warmer and drier climate in southeastern Europe compared to LGM climate determined by PD land cover. This finding demonstrates that LGM land cover plays an important role in regulating the regional climate. Therefore, realistic glacial land cover estimates are needed to accurately simulate regional glacial climate states in areas with interplays between complex topography, large ice sheets, and diverse land cover, as observed in Europe.