Millennial-to-interannual events play important roles in driving climate change on Earth. However, most studies focus on Quaternary records, and few focus on pre-Quaternary periods due to preservation condition and stratigraphic resolution limitations. Favorable conditions for the preservation of annual laminae are recorded during the Eocene in the Shahejie Formation in the Bohai Bay Basin (BBB), which is an ideal place for studying solar activity cycles. Here, the sedimentary petrology and cyclostratigraphy of 202-m-thick lacustrine fine-grained sedimentary rocks during the Eocene from Well Niuye-1 were analyzed. Power spectrum analysis and evolutive harmonic analysis (EHA) of the gray values reveal prominent periodicities of 11.7–19.6 mm, 3.7–4.95 mm and 1.69–2.21 mm, interpreted as Gleissberg cycles, solar Hale cycles and Schwabe sunspot cycles, respectively. Laminar couplets of light and dark laminae have an average thickness of 189 μm, and their annual origin has been interpreted on meter, centimeter and millimeter scales. The light laminae, composed of pure calcite, likely precipitated during summer. The dark laminae, which are mixtures of clay minerals, quartz debris and organic matter, likely precipitated during winter. The dark laminae are thin, contributing little to the overall thicknesses of the annual laminae except for the abruptly thicker laminae deposited every 10–11 years. The coherent periods at different scales match the solar activity cycles well. The obvious solar activity cycles during the Eocene of the Shahejie Formation in the BBB suggest that solar activity did not significantly change during the transitional period from a greenhouse to an icehouse climate.