The applications of sequence stratigraphy are mostly limited to areas in the vicinity of the shoreline. However, due to lack of distinct geological markers, its application to fine-grained continental and deep-marine sediments remains restricted. Hence a multi-proxy approach that integrates sedimentological, mineralogical, and chemostratigraphic proxies from both marine and continental successions is used with a focus on continental domains. The shifting trends of accommodation to sediment supply are comparable to the shifting trends of several proxies, which indicates the utility of such proxies in constraining the sequence stratigraphic architecture. Clay mineral assemblages indicate weathering and paleoclimatic conditions, while paleosols reflect subaerial exposure and landscape stability. Decreasing Ti/Al, Zr/Al and Si/Al ratios marks shift from continental to marine influence. In case of the lacustrine settings or glacial lakes, periodic paleoredox fluctuations and glacial-cycles can be constrained using Ti/Zr ratios. Upstream, high sediment supply leads to depleted Mo and V, while downstream, anoxic conditions promote organic matter preservation. T/SF trends distinguish upstream from downstream river segments. Similarly varying trends of the T/SF are utilized to interpret the upstream and downstream portions of a river system. However, several limitations are often associated with using these proxies, which have to be accounted for. The present review work documents the utility, applicability and limitations of such proxies using several case studies from marine and transitional settings and proposes their applicability in continental domain. By documenting changes in sediment supply, accommodation space, and water chemistry, this multi-proxy technique enables the reconstruction of transgressive–regressive cycles and systems tracts in fine-grained deposits, as observed in several case studies. The work demonstrates that the combination of all these proxies significantly enhances the reliability of sequence stratigraphic interpretations, despite intrinsic limitations.