El Niño-Southern Oscillation (ENSO) amplitude asymmetry—the preferential amplification of El Niño relative to La Niña—is a defining expression of tropical climate nonlinearity and a key determinant of global hydroclimate extremes. Yet its long-term evolution and stability under radically different climate states remain poorly constrained. Here we reconstruct ENSO amplitude asymmetry since the Last Glacial Maximum (~21,000 years ago) using a synthesis of tropical Pacific sea-surface temperature (SST), SST anomaly (SSTA) and thermocline temperature skewness derived from fossil corals, mollusk shells and individual foraminifera, combined with transient coupled climate simulations. We show that ENSO skewness increased progressively through the Holocene, driven primarily by amplification of El Niño relative to La Niña, consistent with orbitally forced shoaling of the equatorial thermocline. In contrast, millennial-scale perturbations during Heinrich Stadial 1, the Bølling-Allerød and the Younger Dryas produced abrupt, non-monotonic skewness changes associated with reorganisations of ENSO spatial structure linked to Atlantic Meridional Overturning Circulation (AMOC) variability. By establishing SST skewness as a robust paleoclimate diagnostic of ENSO nonlinearity, our findings provide a critical long-term perspective on its stability, revealing its sensitivity to mean-state changes and offering a framework to reduce uncertainty in future ENSO projections.