The Little Ice Age is generally seen as a major event in European history. Analysing a variety of recent weather reconstructions, this column finds that European weather appears constant from the Middle Ages until 1900, and that events like the freezing of the Thames and the disappearance of English vineyards have simpler explanations than changing climate. It appears instead that the European Little Ice Age is a statistical artefact, where the standard climatological practice of smoothing what turn out to be white noise data prior to analysis gives the spurious appearance of irregular oscillation – a Slutsky Effect.