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As ice sheets load Earth's surface, they produce ice‐marginal depressions which, when filled with meltwater, become proglacial lakes. We include self‐consistently evolving proglacial lakes in a glacial isostatic adjustment (GIA) model and apply it to the Laurentide ice sheet over the last glacial cycle. We find that the locations of modeled lakes and the timing of their disappearance is consistent with the geological record. Lake loads can deflect topography by >10 m, and volumes collectively approach 30–45 cm global mean sea‐level equivalent. GIA increases deglaciation‐phase lake volume up to five‐fold and average along‐ice‐margin depth ≤90 m compared to glaciation‐phase ice volume analogs—differences driven by changes in the position and size of the peripheral bulge. Since ice‐marginal lake depth affects grounding‐line outflow, GIA‐modulated proglacial lake depths could affect ice‐sheet mass loss. Indeed, we find that Laurentide ice‐margin retreat rate sometimes correlates with proglacial lake presence, indicating that proglacial lakes aid glacial collapse. Plain Language Summary: The Laurentide ice sheet grew to its greatest extent during the last glacial maximum, covering most of Canada and the northern part of the US. During its existence, lakes formed adjacent to the ice sheet as seasonal melt water filled the topography around its edge. As the ice sheet grew and melted it changed the topography of Earth's surface by warping the ground beneath the ice sheet and around its edges. In this paper we investigate how this topographic change affected lakes around the ice sheet. We find that it caused lakes to be much bigger during the deglaciation, when the ice sheet retreated and left lows in the topography that took thousands of years after the retreat to fully rebound. We also find that these lakes were deeper at the edge of the ice sheet as the ice sheet collapsed than as it grew, which might have caused faster ice sheet collapse since ice sheets lose mass faster if they end in a lake rather than if they end on land. Our finding shows that lakes might play an important role in how fast past ice sheets grew and collapsed. Key Points: We self‐consistently model proglacial lakes that form around the Laurentide ice sheet over the last glacial cycleGlacial isostatic adjustment increases the volume and lake depth of proglacial lakes during the deglaciation compared to the glaciationWhen the ice margin retreated over areas of low‐lying topography, ice retreat was faster in areas that bordered proglacial lakes [ABSTRACT FROM AUTHOR]