Atmospheric methane (CH4) recorded in Antarctic ice cores represents the closest ice proxy available for Greenland temperature changes beyond times when Greenland climate records are available. The record over four climatic cycles from the Vostok ice core offers the opportunity to study the phase relationship between Greenland and Antarctic climate changes through detailed CH4 profiles. Combining American and French analytical efforts, we have improved the time resolution of the existing CH4 record from Petit et al. [1999]. Spectral analyses reveal high‐ and low‐frequency variability (including a strong precessional component). The phase relationship between CH4 and the Antarctic temperature proxy (δD) shows a systematic lag of CH4 versus temperature by 1100 ± 200 years, on long timescales (50–400 kyr) and a more complex behavior over shorter timescales (i.e., ≤25 kyr), suggesting that Dansgaard/Oeschger‐type of climatic variability and associated interhemispheric linkage are robust features of late Quaternary climate.