Earth's current icehouse phase began ~34 m.y. ago with the onset of major Antarctic glaciation at the Eocene-Oligocene transition. Changes in ocean circulation and a decline in atmospheric greenhouse gas levels were associated with stepwise cooling and ice growth at southern high latitudes. The Antarctic cryosphere plays a critical role in the ocean-atmosphere system, but its early evolution is still poorly known. With a near-field record from Prydz Bay, Antarctica, we demonstrate that Antarctic ice growth was stepwise and had an earlier onset than previously suggested. Prydz Bay lies downstream of a major East Antarctic Ice Sheet drainage system, and its sedimentary records uniquely constrain the timing of ice-sheet advance onto the continental shelf. We investigated a detrital record extracted from three Ocean Drilling Program drill holes within a new depositional and chronological framework spanning the late Eocene to early Oligocene (ca. 36-33 Ma). The chemical index of alteration (CIA) and the S index, calculated from the major-element geochemistry of bulk samples, yielded estimates of chemical weathering intensities and mean annual temperature on the East Antarctic continent. We document evidence for late Eocene mountain glaciation along with transient warm events at 35.8-34.8 Ma. From 34.4 Ma, associated with the Eocene-Oligocene transition precursor δ18O excursion, glaciers advanced into Prydz Bay, coincident with a decline in chemical weathering and temperature. We conclude that Antarctic continental ice growth commenced with the Eocene-Oligocene transition "precursor" glaciation, during a time of Subantarctic surface ocean cooling and a decline in atmospheric pCO2. These results call for dynamic high-latitude feedbacks that are currently poorly represented in Earth system models and emphasize the need for additional near-field glacio-sedimentological, high-latitude sea-surface temperature and pCO2 records across the Eocene-Oligocene transition.