Millennial-scale temperature variations in Antarctica during the period 80,000 to 18,000 years ago are known to anti-correlate broadly with winter-centric cold-warm episodes revealed in Greenland ice cores. However, the extent to which climate fluctuations in the Southern Hemisphere beat in time with Antarctica, rather than with the Northern Hemisphere, has proved a controversial question. In this study we determine the ages of a prominent sequence of glacial moraines in New Zealand and use the results to assess the phasing of millennial climate change. Forty-four Be-10 cosmogenic surface-exposure ages of boulders deposited by the Pukaki glacier in the Southern Alps document four moraine-building events from Marine Isotope Stage 3 (MIS 3) through to the end of the Last Glacial Maximum (similar to 18,000 years ago; LGM). The earliest moraine-building event is defined by the ages of nine boulders on a belt of moraine that documents the culmination of a glacier advance 42,000 years ago. At the Pukaki locality this advance was of comparable scale to subsequent advances that, from the remaining exposure ages, occurred between 28,000 and 25,000, at 21,000, and at 18,000 years ago. Collectively, all four moraine-building events represent the LGM. The glacier advance 42,000 years ago in the Southern Alps coincides in Antarctica with a cold episode, shown by the isotopic record from the EPICA Dome C ice core, between the prominent A1 and A2 warming events. Therefore, the implication of the Pukaki glacier record is that as early as 42,000 years ago an episode of glacial cold similar to that of the LGM extended in the atmosphere from high on the East Antarctic plateau to at least as far north as the Southern Alps (similar to 44 degrees S). Such a cold episode is thought to reflect the translation through the atmosphere and/or the ocean of the anti-phased effects of Northern Hemisphere interstadial conditions to the southern half of the Southern Hemisphere. Regardless of the mechanism, any explanation for the cold episode at 42,000 years ago must account for its widespread atmospheric footprint not only in Antarctica but also within the westerly wind belt in southern mid-latitudes.