The Ross Ice Shelf, Antarctica's largest by area, may face increased instability under future warming, threatening the Antarctic Ice Sheet. Understanding its past response to climate change is critical for anticipating future sea-level rise. We present a multi-proxy reconstruction of ocean and cryosphere conditions in the Ross Sea over the past 40,000 years. Our data show that warm Circumpolar Deep Water reached the JOIDES Trough in the western Ross Sea shortly after the Last Glacial Maximum, coinciding with the retreat of an ancestral ice shelf. This oceanic warming aligns with a southward shift of both the westerly and easterly wind belts, indicating a large-scale atmospheric mechanism driving regional ocean changes. The timing and nature of these processes reveal the tight coupling between atmospheric circulation, ocean heat transport, and ice shelf dynamics. These interactions led to reduced ice shelf extent, highlighting the role of ocean-atmosphere coupling in the Pacific sector of the Southern Ocean during deglaciation.