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The Ziegler Reservoir fossil site near Snowmass Village, Colorado, provides a rare opportunity to examine environmental conditions in the Rocky Mountains during marine isotope stage (MIS) 4 (71–57 ka). Although recognized as a global-scale cold event, MIS 4 is typically absent from Rocky Mountain glacial chronologies because the geologic evidence was covered or destroyed during the subsequent, and more extensive, MIS 2 (Pinedale; 29–14 ka) glaciation. Ziegler Reservoir lies beyond the Pinedale glacial extent, which allowed for the preservation of a long-lived sequence of eolian sediments deposited in a lacustrine environment that spans from late MIS 6 (ca. 140 ka) through early MIS 3 (ca. 55 ka). Sediments dating to MIS 4 exhibit a significant increase in clay-sized particles, suggesting that the source areas, most likely nearby glacio-fluvial deposits, were enriched with fine-grained material at that time. We hypothesize that the elevated clay content was the result of rock flour production by nearby valley glaciers that were active in the Rocky Mountains during MIS 4. The results of our study illustrate how recognizing indirect evidence of glacial activity can result in a more complete record of past climate conditions than what could be achieved by the study of moraines alone.