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Narrative evidence contained within historical documents and inscriptions provides an important record of climate variability for periods prior to the onset of systematic meteorological data collection. A common approach used by historical climatologists to convert such qualitative information into continuous quantitative proxy data is through the generation of ordinal-scale climate indices. There is, however, considerable variability in the types of phenomena reconstructed using an index approach and the practice of index development in different parts of the world. This review, written by members of the PAGES (Past Global Changes) CRIAS working group – a collective of climate historians and historical climatologists researching Climate Reconstructions and Impacts from the Archives of Societies – provides the first global synthesis of the use of the index approach in climate reconstruction. We begin by summarising the range of studies that have used indices for climate reconstruction across six continents (Europe, Asia, Africa, the Americas, and Australia) as well as the world's oceans. We then outline the different methods by which indices are developed in each of these regions, including a discussion of the processes adopted to verify and calibrate index series, and the measures used to express confidence and uncertainty. We conclude with a series of recommendations to guide the development of future index-based climate reconstructions to maximise their effectiveness for use by climate modellers and in multiproxy climate reconstructions.