Millennial variability is a robust feature of many paleoclimate records, at least throughout the last several glacial cycles. Here we use the mean signal from Antarctic climate events 1 to 4 to probe the EPICA Dome C temperature proxy reconstruction through the last 500 ka for similar millennial-scale events. We find that clusters of millennial events occurred in a regular fashion over half of the time during this with a mean recurrence interval of 21 kyr. We find that there is no consistent link between ice-rafted debris deposition and millennial variability. Instead we speculate that changes in the zonality of atmospheric circulation over the North Atlantic form a viable alternative to freshwater release from icebergs as a trigger for millennial variability. We suggest that millennial changes in the zonality of atmospheric circulation over the North Atlantic are linked to precession via sea-ice feedbacks and that this relationship is modified by the presence of the large, Northern Hemisphere ice sheets during glacial periods.