Dust can affect the radiative balance of the atmosphere by absorbing or reflecting incoming solar radiation; it can also be a source of micronutrients, such as iron, to the ocean. It has been suggested that production, transport and deposition of dust is influenced by climatic changes on glacial-interglacial timescales. Here we present a high-resolution record of aeolian dust from the EPICA Dome C ice core in East Antarctica, which provides an undisturbed climate sequence over the past eight climatic cycles. We find that there is a significant correlation between dust flux and temperature records during glacial periods that is absent during interglacial periods. Our data suggest that dust flux is increasingly correlated with Antarctic temperature as the climate becomes colder. We interpret this as progressive coupling of the climates of Antarctic and lower latitudes. Limited changes in glacial-interglacial atmospheric transport time suggest that the sources and lifetime of dust are the main factors controlling the high glacial dust input. We propose that the observed ~25-fold increase in glacial dust flux over all eight glacial periods can be attributed to a strengthening of South American dust sources, together with a longer lifetime for atmospheric dust particles in the upper troposphere resulting from a reduced hydrological cycle during the ice ages.