Steryl alkyl ethers (SAEs) have been reported from marine sediments ranging from Holocene to Lower Cretaceous and their production has been linked to upwelling of cold, nutrient-rich water. However, the lack of continuous stratigraphic records for them has complicated validation of the precise connection of their production, sedimentary distribution and survival to climatic conditions. Here, we report an SAE record that spans the last ca. 135 ka from a core taken offshore southeastern Australia in the Murray Canyons Group region. The SAEs are composed predominantly of C27-C30 steroid moieties with one or two double bonds, ether-bound to C10-C11 alkyl moieties. Some of the SAEs are identical to those reported in marine sediments, whereas others have not been identified previously. They do not exhibit any systematic change in distribution over the past 110 ka but sediments older than 110 ka possess a different assemblage, with a higher amount of constituents containing a C11 alkyl moiety. The SAE accumulation rate increases rapidly during glacial episodes and for intervals characterized by a sharp decline in sea-surface temperature. The results suggest that SAEs may be related to marine eukaryotes that thrive when there is an influx of cold, deep waters in the Murray Canyons Group region, likely triggered by stronger westerlies over southeastern Australia forcing deeper water to reach the surface during glacials.