Glacial moulins (cylindrical meltwater drainage shafts) provide valuable insights into glacier dynamics, but are inaccessible and hazardous environments for humans to study. Exploring using passive sensor probes has revealed the complex geometry of moulins, however, exploration has been limited. To overcome these challenges, we propose a tethered robot capable of autonomously exploring and capturing data in glacial moulins. Our novel robot is equipped with a tether to support its motion. Combined with novel estimation and control algorithms, the tethered robot is able to safely and efficiently maneuver in confined, chimney-like structures such as moulins. Laboratory and field experiments confirm the feasibility of the proposed design, showing successful localization in environments with no access to positional measurements. Field trials on the Mer de Glace glacier demonstrate the robot’s capabilities, descending into the largest moulin to depths of 25m and using onboard sensors to reconstruct the moulin shape. Two sampling mechanisms are presented and evaluated to extract samples from the icy surface of the moulin. Our results show promising potential for future exploration of moulins, demonstrating the effectiveness of our tethered robot for safely gathering data from these hazardous environments.