About 34 million years ago, Earth's climate cooled and an ice sheet formed on Antarctica as atmospheric carbon dioxide (CO2) fell below ~750 parts per million (ppm). Sedimentary cycles from a drill core in the western Ross Sea provide direct evidence of orbitally controlled glacial cycles between 34 million and 31 million years ago. Initially, under atmospheric CO2 levels of ≥600 ppm, a smaller Antarctic Ice Sheet (AIS), restricted to the terrestrial continent, was highly responsive to local insolation forcing. A more stable, continental-scale ice sheet calving at the coastline did not form until ~32.8 million years ago, coincident with the earliest time that atmospheric CO2 levels fell below ~600 ppm. Our results provide insight into the potential of the AIS for threshold behavior and have implications for its sensitivity to atmospheric CO2 concentrations above present-day levels.