Pleistocene glacial cycles influenced the diversification of high-latitude wildlife species through recurrent periods of range contraction, isolation, divergence, and expansion from refugia and subsequent admixture of refugial populations. We investigate population size changes and the introgressive history of caribou (Rangifer tarandus) in western Canada using 33 whole genome sequences coupled with larger-scale mitochondrial data. We found that a major population expansion of caribou occurred starting around 110,000 years ago (kya), the start of the last glacial period. Additionally, we found effective population sizes of some caribou reaching ~700,000 to 1,000,000 individuals, one of the highest recorded historical effective population sizes for any mammal species thus far. Mitochondrial analyses dated introgression events prior to the LGM dating to 20–30 kya and even more ancient at 60 kya, coinciding with colder periods with extensive ice coverage, further demonstrating the importance of glacial cycles and events prior to the LGM in shaping demographic history. Reconstructing the origins and differential introgressive history has implications for predictions on species responses under climate change. Our results have implications for other whole genome analyses using pairwise sequentially Markovian coalescent (PSMC) analyses, as well as highlighting the need to investigate pre-LGM demographic patterns to fully reconstruct the origin of species diversity, especially for high-latitude species.