A multi-disciplinary approach was followed to investigate two thick palaeosol strata that alternate with wind-blown dominated deposits developed along the Alghero coast (North-west Sardinia, Italy). Optically stimulated luminescence ages reveal that both palaeosols were developed during cooler drier periods: the first one at around 70 ka Marine Isotope Stage 4 and the latter around 50 ka (Marine Isotope Stage 3). In contrast, the pedological features indicate that the palaeosols underwent heavy weathering processes under warm humid to sub-humid conditions, characteristic of the Sardinian climate during the last interglacial stage (Marine Isotope Stage 5e). To reconcile this apparent data discrepancy, a range of sedimentological and pedological analyses were conducted. These analyses reveal that the palaeosols possess a complex history, with accumulation and weathering occurring during Marine Isotope Stage 5e, and erosion, colluviation and final deposition taking place during the following cold stages. Thus, even if these reddish palaeosols were last formed during the glacial period, the sediments building up these strata probably record the climate of the last interglacial stage (Marine Isotope Stage 5e). Trace element and X-ray diffraction analyses, together with scanning electron microscope images, reveal the presence of Saharan dust in the parent material of the palaeosols. However, no evidence of any far-travelled African dust has been observed in the Marine Isotope Stage 43 aeolian deposits. It is possible to conclude that in the West Mediterranean islands, Saharan dust input, even if of modest magnitude, is preserved preferentially in soils accumulated and weathered during interglacial stages.