Significance During the Eocene, high-latitude regions were much warmer than today and substantial polar ice sheets were lacking. Indeed, the initiation of significant polar ice sheets near the end of the Eocene has been closely linked to global cooling. Here, we examine the relationship between global temperatures and continental-scale polar ice sheets following the establishment of ice sheets on Antarctica ∼34 million years ago, using records of surface temperatures from around the world. We find that high-latitude temperatures were almost as warm after the initiation of Antarctic glaciation as before, challenging our basic understanding of how climate works, and of the development of climate and ice volume through time., Falling atmospheric CO2 levels led to cooling through the Eocene and the expansion of Antarctic ice sheets close to their modern size near the beginning of the Oligocene, a period of poorly documented climate. Here, we present a record of climate evolution across the entire Oligocene (33.9 to 23.0 Ma) based on TEX86 sea surface temperature (SST) estimates from southwestern Atlantic Deep Sea Drilling Project Site 516 (paleolatitude ∼36°S) and western equatorial Atlantic Ocean Drilling Project Site 929 (paleolatitude ∼0°), combined with a compilation of existing SST records and climate modeling. In this relatively low CO2 Oligocene world (∼300 to 700 ppm), warm climates similar to those of the late Eocene continued with only brief interruptions, while the Antarctic ice sheet waxed and waned. SSTs are spatially heterogenous, but generally support late Oligocene warming coincident with declining atmospheric CO2. This Oligocene warmth, especially at high latitudes, belies a simple relationship between climate and atmospheric CO2 and/or ocean gateways, and is only partially explained by current climate models. Although the dominant climate drivers of this enigmatic Oligocene world remain unclear, our results help fill a gap in understanding past Cenozoic climates and the way long-term climate sensitivity responded to varying background climate states.