For climate models to simulate the continental energy storage of the Earth’s energy budget they must capture the processes that partition energy across the land-atmosphere boundary. We evaluate herein the thermal consequences of these processes as simulated by models in the third phase of the paleoclimate modelling intercomparison project and the fifth phase of the coupled model intercomparison project (PMIP3/CMIP5). We examine air and ground temperature tracking at decadal and centennial time-scales within PMIP3 last-millennium simulations concatenated to historical simulations from the CMIP5 archive. We find a strong coupling between air and ground temperatures during the summer from 850 to 2005 CE. During the winter, the insulating effect of snow and latent heat exchanges produce a decoupling between the two temperatures in the northern high latitudes. Additionally, we use the simulated ground surface temperatures as an upper boundary condition to drive a one-dimensional conductive model in order to derive synthetic temperature-depth profiles for each PMIP3/CMIP5 simulation. Inversion of these subsurface profiles yields temperature trends that retain the low-frequency variations in surface air temperatures over the last millennium for all the PMIP3/CMIP5 simulations regardless of the presence of seasonal decoupling in the simulations. These results demonstrate the robustness of surface temperature reconstructions from terrestrial borehole data and their interpretation as indicators of past surface air temperature trends and continental energy storage.