In climate research, a proxy variable is something that is probably not in itself of any great interest, but from which a variable of interest can be obtained. Temperature proxies such as tree ring widths and ice core layering are used by climatologists to create a temperature record.
In all cases it is necessary to carefully calibrate the proxy against the variable of interest. Tree growth, for example, is sensitive to precipitation and temperature as well as a number of other signals, and is often most sensitive during certain seasons of the year.
Ice core proxies are usually the most direct.