Greenhouse gas measurements along polar ice cores provide important insight into the former composition of the atmosphere, its natural variations, and the responses to fast climatic changes in the past. We present high‐resolution nitrous oxide (N2O) and methane (CH4) records measured along two ice cores from central Greenland covering part of Marine Isotope Stages 3 and 4 in the last glacial epoch. The N2O data confirm the hypothesis that N2O shows variations in phase to fast climatic changes observed in the Northern Hemisphere, the so‐called Dansgaard‐Oeschger (D‐O) events. Variations exist not only for events with a long duration (1500 years and more) but also for the shorter ones. The comparison with CH4 unveils interesting differences between the response of CH4 and N2O to D‐O events. While the average amplitudes of CH4 oscillations associated with D‐O events are similar to those of the Northern Hemisphere summer insolation, the magnitude of the N2O concentration change instead correlates with the duration of the D‐O events. The records give further insight into the timing of concentration changes at the beginning of D‐O events. They show that for long‐lasting events the N2O concentration starts to increase before both the sharp increase in the CH4 concentration and the temperature reconstructed for Greenland.