The last glacial to interglacial transition was studied using down core records of stable isotopes in diatoms and foraminifera as well as surface water temperature, sea ice extent, and ice-rafted debris (IRD) concentrations from a piston core retrieved from the Atlantic sector of the Southern Ocean. Sea ice is the first variable to change during the last deglaciation, followed by nutrient proxies and sea surface temperature. This sequence of events is independent of the age model adopted for the core. The comparison of the marine records to Antarctic ice CO2 variation depends on the age model as 14C determinations cannot be obtained for the time interval of 29.5--14.5 ka. Assuming a constant sedimentation rate for this interval, our data suggest that sea ice and nutrient changes at about 19 ka B.P. lead the increase in atmospheric pCO2 by approximately 2000 years. Our diatom-based sea ice record is in phase with the sodium record of the Vostok ice core, which is related to sea ice cover and similarly leads the increase in atmospheric CO2. If gas exchange played a major role in determining glacial to interglacial CO2 variations, then a delay mechanism of a few thousand years is needed to explain the observed sequence of events. Otherwise, the main cause of atmospheric pCO2 change must be sought elsewhere, rather than in the Southern Ocean.