In the Nordic seas, conversion of inflowing warm Atlantic surface water to deep cold water through convection is closely linked with climate. During the last glacial period, climate underwent rapid millennial-scale variability known as Dansgaard-Oeschger (DO) events, consisting of warm interstadials and cold stadials. Here we present the first benthic foraminiferal Mg/Ca-δ18O record from the Nordic seas in order to reconstruct the ocean circulation on DO time scales. The record confirms that convection similar to modern took place in the Nordic seas during interstadials with cold bottom water temperatures (BWTs) close to modern temperatures. The results show gradual and pronounced BWT increases of 2–5 °C during stadials, indicating a stop or near stop in convection. The BWT peaks are followed by an abrupt drop in temperature at the onset of interstadials, indicating the abrupt start of convection and renewed generation of cold deep water. The rise in BWT during stadials confirms earlier interpretations of subsurface inflow of warm Atlantic water below a halocline reaching >1.2 km water depth. The results suggest that warm Atlantic water never ceased to flow into the Nordic seas during the glacial period; inflow at the surface during the Holocene and warm interstadials changed to subsurface and intermediate inflow during cold stadials. Our results suggest that it is the vertical shifts in the position of the warm Atlantic water that cause the abrupt surface warmings.