The prevailing mid-latitude westerly winds, known as the westerlies, are a fundamental component of the climate system because they have a crucial role in driving surface ocean circulation1 and modulating air-sea heat, momentum and carbon exchange1-3. Recent work suggests that westerly wind belts are migrating polewards in response to anthropogenic forcing4,5. Reconstructing the westerlies during past warm periods such as the Pliocene epoch, in which atmospheric carbon dioxide (CO2) was about 350 to 450 parts per million6 and temperatures were about 2 to 4 degrees Celsius higher than today7, can improve our understanding of changes in the position and strength of these wind systems as the climate continues to warm. Here we show that the westerlies were weaker and more poleward during the warm Pliocene than during glacial periods after the intensification of Northern Hemisphere glaciation (iNHG), which occurred around 2.73 million years ago8. Our results, which are based on dust and export productivity reconstructions, indicate that major ice sheet development during the iNHG was accompanied by substantial increases in dust fluxes in the mid-latitude North Pacific Ocean, especially compared to those in the subarctic North Pacific. Following this shift, changes in dust and productivity largely track the glacial-interglacial cycles of the late Pliocene and early Pleistocene epochs. On the basis of this pattern, we infer that shifts in the westerlies were primarily driven by variations in Plio-Pleistocene thermal gradients and ice volume. By combining this relationship with other dust records9-11 and climate modelling results12, we find that the proposed changes in the westerlies were globally synchronous. If the Pliocene is predictive of future warming, we posit that continued poleward movement and weakening of the present-day westerlies in both hemispheres can be expected.