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Planktonic foraminifera assemblages have been extensively used to reconstruct paleotemperatures along the Quaternary. Most of reconstructions focused on surface temperature or in a specific water depth. However, assemblages preserved in sediments represent a pluriannual deposition of species inhabiting the upper 1,000 m. Based on those assumptions, fossil assemblages should reflect better the thermal structure of the water column than a determined water depth. Considering this, we applied transfer functions based on planktonic foraminifera and the Hill sigmoidal function on two sediment cores of the Western South Atlantic in order to simulate and reconstruct past upper ocean thermal structure. These sediment cores were retrieved from the equatorial and subtropical continental slope and cover the last 185 kiloyears (kyr), which allowed us to make inferences about the glacial and interglacial heat storage and release. Eleven paleotemperature reconstructions along the upper 1,000 m were calculated by modern analog technique (MAT) followed by Hill’s sigmoidal function fitting to simulate the past thermal structures. Hill’s coefficients were used to estimate physical parameters in order to improve the paleoceanographic diagnostic. The double-stepped Hill function performed the best simulations of thermal structures. MAT-derived paleotemperatures for 11 depths and their respective errors were within the range of best analogs, indicating that those results are reliable to be applied in reconstructions. The reconstructions indicated that key depths to investigate the glacial–interglacial thermal variation were different in our two study sites. Important variations of the heat storage occurred in the upper 80–120 m in the equatorial margin and the lower thermocline layer in the subtropical margin. Based on this, four main scenarios of heat distribution were suggested for the western border of the tropical South Atlantic, which were associated with events linked to variations of the Earth’s orbit, trade wind intensity, and the South Atlantic large-scale circulation.