About 34 million years ago, Earth's climate cooled and an ice sheet formed on Antarctica as atmospheric carbon dioxide (CO2) fell below similar to 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 similar to 32.8 million years ago, coincident with the earliest time that atmospheric CO2 levels fell below similar to 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.