This study tackles one of the most debated questions around the evolution of Central Asian climate: the “Puzzle” of moisture changes in Arid Central Asia (ACA) throughout the past millennium. A state-of-the-art Regional Climate Model (RCM) is subsequently employed to investigate four different 31-year time slices of extreme dry and wet spells, chosen according to changes in the driving data, in order to analyse the spatio-temporal evolution of the moisture variability in two different climatological epochs: Medieval Climate Anomaly (MCA) and Little Ice Age (LIA). There is a clear regime behavior and bimodality in the westerly Jet phase space throughout the past millennium in ACA. The results indicate that the regime changes during LIA show a moist ACA and a dry East China. During the MCA, the Kazakhstan region shows a stronger response to the westerly jet equatorward shift than during the LIA. The out-of-phase pattern of moisture changes between India and ACA exists during both the LIA and the MCA. However, the pattern is more pronounced during the LIA.