The dearth of intermediate magmatic compositions at the Earth's surface, referred to as the Daly gap, remains a major issue in igneous petrology. The initially favored explanation invoking silicate liquid immiscibility during evolution of basalt to rhyolite has lost support because of the absence of any firm geological evidence for separation of Fe- and Si-rich liquids in igneous rocks. This work presents a record of large-scale magmatic differentiation due to immiscibility in the tholeiitic Sept Iles intrusion (Canada), one of the largest layered plutonic bodies on Earth. Gabbroic cumulate rocks from the Critical Zone of this intrusion show a bimodal distribution in density and P2O5 content, despite identical major element chemistry of the principal magmatic phases. Immiscibility is supported by the presence of contrasting Fe-rich and Si-rich melt inclusions trapped in cumulus apatite. Phase diagrams and well-documented occurrences of small-scale immiscibility confirm that liquid-liquid unmixing and the separation of Fe-rich and Si-rich liquids may contribute significantly to the Daly gap along the tholeiitic liquid line of descent.