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Recently, a record of large, mostly unknown volcanic eruptions occurring during the younger half of the last glacial period (12–60 ka) has been compiled from ice-core records. In both Greenland and Antarctica these eruptions led to significant deposition of sulfate aerosols, which were likely transported in the stratosphere, thereby inducing a climate response. Here we report the first attempt to identify the climatic impact of volcanic eruptions in the last glacial period from ice cores. Average negative anomalies in high-resolution Greenland and Antarctic oxygen isotope records suggest a multi-annual volcanic cooling. Due to internal climate variability, glaciological noise, and uncertainties in the eruption age, the high-frequency noise level often exceeds the cooling induced by individual eruptions. Thus, cooling estimates for individual eruptions cannot be determined reliably. The average isotopic anomaly at the time of deposition also remains uncertain, since the signal degrades over time as a result of layer thinning and diffusion, which act to lower the resolution of both the oxygen isotope and sulfur records. Regardless of these quantitative uncertainties, there is a clear relationship of the magnitude of isotopic anomaly and sulfur deposition. Further, the isotopic signal during the cold stadial periods is larger in Greenland and smaller in Antarctica than during the milder interstadial periods for eruptions of equal sulfur deposition magnitude. In contrast, the largest reductions in snow accumulation associated with the eruptions occur during the interstadial periods. This may be the result of a state-dependent climate sensitivity, but we cannot rule out the possibility that changes in the sensitivity of the isotope thermometer or in the radiative forcing of eruptions of a given sulfur ejection may play a role as well.