Falling atmospheric CO2 levels led to cooling through the Eocene and the expansion of Antarctic ice sheets close to their modern size near the beginning of the Oligocene, a period of poorly documented climate. Here we present the first record of climate evolution across the entire Oligocene (33.9-23.0 Ma) based on new TEX86 Sea Surface Temperature (SST) estimates from southwestern Atlantic Deep Sea Drilling Project Site 516 (paleolatitude ~ 36°S) and western equatorial Atlantic Ocean Drilling Project Site 929 (paleolatitude ~ 0°), combined with a compilation of existing SST records and climate modeling. In this relatively low CO2 Oligocene world (~300-700 ppm), warm climates similar to those of the late Eocene continued with only brief interruptions, while the Antarctic ice sheet waxed and waned. SSTs are spatially heterogenous, but generally support late Oligocene warming coincident with declining atmospheric CO2. This Oligocene warmth, especially at high latitudes, belies a simple relationship between climate and atmospheric CO2 and/or ocean gateways, and is only partially explained by current climate models. Though the dominant climate drivers of this enigmatic Oligocene world remain unclear, our results help fill a gap in understanding past Cenozoic climates and the way long-term climate sensitivity responded to varying background climate states.