The spatial scale of climate fluctuations, or effective spatial degrees of freedom (ESDOF), depends on the timescale and the forcing: while local scale variability between far away locations may be independent on short timescales, they may become coherent over sufficiently long timescales, or if they are driven by a common forcing. While ESDOF have been estimated from instrumental data over the historical period and climate model simulations, it remains difficult to perform such analysis on paleoclimate data given the time uncertainty and proxy-specific bias. We take advantage of a database of absolutely dated annual proxies comprising tree ring, corals and varved sediments in order to provide the first estimate of ESDOF for longer than multi-decadal timescales based on proxy-data.