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Here we explore the potential of magnesium (delta Mg-26) isotope time-series data as continental climate proxies in speleothem calcite archives. For this purpose, a total of six Pleistocene and Holocene stalagmites from caves in Germany, Morocco and Peru and two flowstones from a cave in Austria were investigated. These caves represent the semi-arid to arid (Morocco), the warm-temperate (Germany), the equatorial-humid (Peru) and the cold-humid (Austria) climate zones. Changes in the calcite magnesium isotope signature with time are compared against carbon and oxygen isotope records from these speleothems. Similar to other proxies, the non-trivial interaction of a number of environmental, equilibrium and disequilibrium processes governs the delta Mg-26 fractionation in continental settings. These include the different sources of magnesium isotopes such as rainwater or snow as well as soil and host rock, soil zone biogenic activity, shifts in silicate versus carbonate weathering ratios and residence time of water in the soil and karst zone. Pleistocene stalagmites from Morocco show the lowest mean delta Mg-26 values (GDA: -4.26+/-0.07 parts per thousand and HK3: -4.17+/-0.15 parts per thousand), and the data are well explained in terms of changes in aridity over time. The Pleistocene to Holocene stalagmites from Peru show the highest mean value of all stalagmites (NC-A and NC-B delta Mg-26: -3.96+/-0.04 parts per thousand) but only minor variations in Mg-isotope composition, which is consistent with the rather stable equatorial climate at this site. Holocene stalagmites from Germany (AH-1 mean delta Mg-26: -4.01+/-0.07 parts per thousand; BU 4 mean delta Mg-26: -4.20+/-0.10 parts per thousand) suggest changes in outside air temperature was the principal driver rather than rainfall amount. The alpine Pleistocene flowstones from Austria (SPA 52: -3.00+/-0.73 parts per thousand; SPA 59: -3.70+/-0.43 parts per thousand ) are affected by glacial versus interglacial climate change with outside air temperature affecting soil zone activity and weathering balance. Several delta Mg-26 values of the Austrian and two delta Mg-26 values of the German speleothems are shifted to higher values due to sampling in detrital layers (Mg-bearing clay minerals) of the speleothems. The data and their interpretation shown here highlight the potential but also the limitations of the magnesium isotope proxy applied in continental climate research. An obvious potential lies in its sensitivity for even subtle changes in soil-zone parameters, a hitherto rather poorly understood but extremely important component in cave archive research. Limitations are most obvious in the low resolution and high sample amount needed for analysis. Future research should focus on experimental and conceptual aspects including quantitative and well-calibrated leaching and precipitation experiments.