Mercury anomalies in sedimentary rocks are used to assess whether there were periods of elevated volcanism in the geological record. We focus on five sites that cover the Palaeocene–Eocene Thermal Maximum, an extreme global warming event that occurred 55.8 million years ago. We find that sites close to the eruptions from the North Atlantic Igneous Province display significant mercury anomalies across this time interval, suggesting that magmatism played a role in the global warming event.