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Atmosphere-ocean interactions are particularly strong along the Chile-Peru coast and largely account for the extreme aridity of the Atacama Desert. Near the center of the driest part of this coastal desert, we found that the embayment Bahia Mejillones constitutes an unusually favorable setting for the formation and subsequent preservation of a sedimentary record of the successive oceanographic conditions of the last few thousand years. This work deals with relative abundance of various bio-indicators, including fish scales, foraminifers and phytoplankton, with a centimetre-scale resolution, in several gravity cores taken from 80 to 120 m depth, in a low-oxygen environment. We use this information to document ocean-climate changes at decadal to centennial time scales in the region. Radiocarbon dating on the bulk organic-rich sediment provides the chronological framework for the observed paleoceanographic changes. We interpret that an episode of relatively warmer water, with a stratified water column and enhanced anoxic (< 0.1 ml 1(-1)O(2)) conditions at the bottom of the bay, might correlate with the Warm Medieval Interval (11th-15th centuries) of the northern hemisphere. A younger episode, characterised by cooler water, richer in planktonic foraminifers and anchovy remains, with dysoxic (0.1 to 0.3 ml 1(-1)O(2)) or suboxic (> 0.3 ml 1(-1)O(2)) conditions at the bottom of the water column, may correspond to the Little TCP Age (16th to mid-19th centuries). During the first millennium of our era, two thin sedimentary layers which present similarities with the bed assigned to the warm episode are interpreted as possible remnants of very strong, or "mega" El Nino events. The study confirms that Bahia Mejillones sediments did record ocean-climate changes with a very high time-resolution, and thus deserve a closer attention to investigate the ocean-atmosphere interactions over the last few thousand years.