Borehole PRGL1-4 drilled in the upper slope of the Gulf of Lion provides an exceptional record to investigate the impact of late Pleistocene orbitally-driven glacio-eustatic sea-level oscillations on the sedimentary outbuilding of a river fed continental margin. High-resolution grain-size and geochemical records supported by oxygen isotope chronostratigraphy allow reinterpreting the last 500 ka upper slope seismostratigraphy of the Gulf of Lion. Five main sequences, stacked during the sea-level lowering phases of the last five glacial-interglacial 100-kyr cycles, form the upper stratigraphic outbuilding of the continental margin. The high sensitivity of the grain-size record down the borehole to sea-level oscillations can be explained by the great width of the Gulf of Lion continental shelf. Sea level driven changes in accommodation space over the shelf cyclically modified the depositional mode of the entire margin. PRGL1-4 data also illustrate the imprint of sea-level oscillations at millennial time-scale, as shown for Marine Isotopic Stage 3, and provide unambiguous evidence of relative high sea-levels at the onset of each Dansgaard-Oeschger Greenland warm interstadial. The PRGL1-4 grain-size record represents the first evidence for a one-to-one coupling of millennial time-scale sea-level oscillations associated with each Dansgaard-Oeschger cycle.