High-resolution atmospheric carbon dioxide (CO2) and methane (CH4) records derived from the European Project for Ice Coring in Antarctica (EPICA) Dome C ice core covering Marine Isotope Stage (MIS) 9e - 12a (~330 - 450 ka BP). The majority of the CO2 data were measured at an average temporal resolution of ~300 years using a novel dry-extraction device called the Centrifugal Ice Microtome (CIM) employed at Climate and Environmental Physics (CEP), Physics Institute, University of Bern, Switzerland. Additional 33 data points were measured at the Institut des Géosciences de l'Environnement (IGE), Univ. Grenoble Alpes, France using the Ball Mill dry-extraction system. The CH4 data were measured at both CEP and IGE, improving the temporal resolution of existing data previously published by the same laboratories to ~350 years on average. These ice core records are complemented by high-resolution planktic and benthic stable isotope (δ18O and δ13C) records from the International Ocean Discovery Program (IODP) Site U1385 located on the Iberian Margin off the coast of Portugal (Shackleton Site) covering MIS 9e - 11c (~330 - 410 ka BP). All marine sediment data were measured at an average temporal resolution of ~150 years at the Godwin Laboratory of Palaeoclimate Research, University of Cambridge, UK.