The North Atlantic Oscillation (NAO) is known to influence precipitation δ18O (δ18Op) through its control on air temperature and on the trajectory of the westerly winds that carry moisture onto Europe during boreal winters. Hence, paleoclimate studies seeking to reconstruct the NAO can exploit the δ18O signal that is commonly preserved in natural archives such as stalagmites, ice cores, tree rings and lake sediments. However, such reconstructions should consider the uncertainties that arise from non-stationarities in the δ18Op-NAO relationship. Here, new insights into the causes of these temporal non-stationarities are presented for the European region using both observations (GNIP database) and the output of an isotope-enabled general circulation model (ECHAM5-wiso). The results show that, although the East Atlantic (EA) pattern is generally uncorrelated to δ18Op during the instrumental period, its polarity affects the δ18Op-NAO relationship. Non-stationarities in this relationship result from spatial shifts of the δ18Op-NAO correlated areas as a consequence of different NAO/EA combinations. These shifts are consistent with those reported previously for NAO-winter climate variables and the resulting non-stationarities mean that δ18O-based NAO reconstructions could be compromised if the balance of positive and negative NAO/EA states differs substantially in a calibration period compared with the period of interest in the past. The same approach has been followed to assess the relationships between δ18Op and both winter total precipitation and winter mean surface air temperature, with similar results. Crucially, this study also identifies regions within Europe where temporal changes in the NAO, air temperature and precipitation can be more robustly reconstructed using δ18O time series from natural archives, irrespective of concomitant changes in the EA.