This article presents an original material of micro-mammals of Paleolithic site Malta site. There are five fauna horizons with small mammals (one fauna horizon was established on the basis of previous studies of large mammals by N. M. Ermolova). Paleoecological analysis of micro-mammal faunas demonstrates that faunas from horizons I–III and V are disharmonious. It is confirmed by the data on the large mammal fauna and geological and palinological data. The results of the study of Malta fauna allow to trace landscapes and climatic changes from 21 000 BP up to the beginning of Holocene. In general, the obtained data present a possible evidence of the gradual transition from the Late Upper Pleistocene tundra-steppes, through meadow-steppes, to the formation of forest-steppes at the end of Pleistocene and correspondingly from the temperate cool and dry climatic phase to mild phase in the fore-Baikal region.