The climatic changes of the glacial cycles are thought to have been a major driver of population declines and species extinctions. However, studies to date have focused on terrestrial fauna and there is little understanding of how marine species responded to past climate change. Here we show that a true Arctic species, the bowhead whale (Balaena mysticetus), shifted its range and tracked its core suitable habitat northwards during the rapid climate change of the Pleistocene–Holocene transition. Late Pleistocene lineages survived into the Holocene and effective female population size increased rapidly, concurrent with a threefold increase in core suitable habitat. This study highlights that responses to climate change are likely to be species specific and difficult to predict. We estimate that the core suitable habitat of bowhead whales will be almost halved by the end of this century, potentially influencing future population dynamics.