During each Heinrich stadial (HS), temperatures in southern Europe typically dropped several degrees during several hundred to few thousand years. We have developed a one-dimensional thermal conduction model that transfers the typical surface temperature anomaly of a HS to a series of hypothetical underlying caves. The results show that with increasing depth, the thermal anomaly is attenuated, the lag time increases, and the signal structure experiences larger modifications. The model suggests that in most cases, it is not acceptable to assume a synchronous thermal variability and similar average temperature values between the surface atmosphere and the cave interior at millennial timescales. We also simulated the thermal impact of the modeled HS on speleothem δ18O records. The outputs of most model scenarios suggest that temperature changes associated with the HS produce δ18O anomalies capable of contributing significantly or even decisively to the speleothem isotope variability. Therefore, despite controls other than temperature often being considered more important when interpreting Pleistocene speleothem δ18O records in temperate climates, this research suggests that temperature is expected to be one of the major controls of δ18O values in most cave sites outside the tropics and should be included as a significant parameter affecting Pleistocene speleothem δ18O records.