Sea ice and dust flux increased greatly in the Southern Ocean during the last glacial period. Palaeorecords provide contradictory evidence about marine productivity in this region, but beyond one glacial cycle, data were sparse. Here we present continuous chemical proxy data spanning the last eight glacial cycles (740,000 years) from the Dome C Antarctic ice core. These data constrain winter sea-ice extent in the Indian Ocean, Southern Ocean biogenic productivity and Patagonian climatic conditions. We found that maximum sea-ice extent is closely tied to Antarctic temperature on multi-millennial timescales, but less so on shorter timescales. Biological dimethylsulphide emissions south of the polar front seem to have changed little with climate, suggesting that sulphur compounds were not active in climate regulation. We observe large glacial–interglacial contrasts in iron deposition, which we infer reflects strongly changing Patagonian conditions. During glacial terminations, changes in Patagonia apparently preceded sea-ice reduction, indicating that multiple mechanisms may be responsible for different phases of CO2 increase during glacial terminations. We observe no changes in internal climatic feedbacks that could have caused the change in amplitude of Antarctic temperature variations observed 440,000 years ago.