The surfaces of rocky planets are mostly covered by basaltic crust, but Earth is unique in that it also has extensive regions of felsic crust, manifested in the form of continents. Exactly how felsic crust forms when basaltic magmas are the dominant products of melting the mantles of rocky planets is unclear. A fundamental part of the debate is centered on the low Nb/Ta of Earth’s continental crust (11–13) compared to basalts (15–16). Here, we show that during arc magma differentiation, the extent of Nb/Ta fractionation varies with crustal thickness with the lowest Nb/Ta seen in continental arc magmas. Deep arc cumulates (arclogites) are found to have high Nb/Ta (average ~19) due to the presence of high Nb/Ta magmatic rutiles. We show that the crustal thickness control of Nb/Ta can be explained by rutile saturation being favored at higher pressures. Deep-seated magmatic differentiation, such as in continental arcs and other magmatic orogens, is thus necessary for making continents.