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. For many taxa, research has focused on genetic patterns since the Last Glacial Maximum (LGM), however glacial cycles before the LGM likely impacted genomic variation which may influence contemporary genetic patterns. We investigate diversification and the introgressive history of caribou (Rangifer tarandus) in western Canada using 33 high-coverage whole genomes coupled with larger-scale mitochondrial data. Contrary to the well-established paradigm that caribou ecotypes and contemporary genetic diversity arose from two major lineages in separate refugia during the LGM, a Beringian-Eurasian (BEL) and a North American (NAL) lineage, we found that the major diversifications of caribou occurred much earlier at around 110 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 highlight the need to investigate pre-LGM demographic patterns to fully reconstruct the origin of species diversity, especially for high-latitude species.