Two PMIP3/CMIP5 climate model ensemble simulations of the past millennium have been analysed to identify the occurrence of Asian mega-droughts. The Palmer drought severity index (PDSI) is used as the key metric for the data comparison of hydro-climatological conditions. The model results are compared with the proxy data of the Monsoon Asia Drought Atlas (MADA). Our study shows that global circulation models (GCMs) are capable of capturing the majority of historically recorded Asian monsoon failures at the right time and with a comparable spatial distribution. The simulations indicate that El Niño-like events lead, in most cases, to these droughts. Both model simulations and proxy reconstructions point to fewer monsoon failures during the Little Ice Age. The results suggest an influential impact of volcanic forcing on the atmosphere–ocean interactions throughout the past millennium. During historic mega-droughts of the past millennium, the monsoon convection tends to assume a preferred regime described as a "break" event in Asian monsoon. This particular regime is coincident with a notable weakening in the Pacific trade winds and Somali Jet.