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Sediment grain size is a conventional proxy of climatic changes. Larger sediment grain size is often interpreted to indicate dry climate during lower lake level while smaller sediment grain size implies wet climate during higher lake level. Through detailed study on sediment grain sizes in Lake Erhai and Lake Chenghai, this paper reveals the different indication significances of sediment grain sizes in different time scales, different resolution investigations. For long time-scale and low resolution (102a or 103a) studies, larger sediment grain size indicates lower lake level, smaller lake area and drier climate while smaller sediment grain size indicates higher lake level, larger lake area and wetter climate. For short time-scale and high resolution (a or 10a) studies, larger sediment grain size reflects more rainfall and wetter climate while smaller sediment grain size reflects less rainfall and drier climate. Environmental information revealed by lacustrine sediment records is often different in different time scales because of the variance of sedimentation resolution, sampling resolution and dating precision. Therefore, paleoclimate implications of environmental proxies in long time-scale and low resolution investigations could not be mechanically applied to short time-scale and high resolution studies. Only after synthetically analyzing the influence manner and extent of all factors on the sediment records in different time scales, can credible conclusions be obtained.