The Russian experience of the local reconstruction of the Eurasian steppe climate during the last 5000 years based on geoarchaeological approaches is reviewed. Examples of traditional palaeoclimatic reconstructions in Russia based on organic matter, highly soluble salts and gypsum content and location of salts and gypsum horizons in the profile of buried soils are given. Pedogenic carbonate as a palaeoclimatic indicator is considered. The possibilities of the quantitative reconstruction of the palaeoprecipitation based on magnetic properties of buried soils are observed. The innovative approach of palaeoclimatic reconstruction based on soil microbiology methods is reviewed. The problem of temporary transformation of palaeoclimatic indicators in buried soils is shown. A methodology for the interpretation of palaeoclimatic indicators of buried soils for a local palaeoclimatic reconstruction is given.