Scholz's star was first discovered in 2014 by Ralf-Dieter Scholz but unlike other stars around it, it appeared to have an unusual motion in the sky.
A team of scientists from the US, Europe, Chile and South Africa used observations of its motion to trace back its trajectory.
They found that the star is moving away from the Earth at great speed and came alarmingly close 70,000 years ago.
They calculated that the star, which also has the catchy name WISE J072003.20-084651.2, passed five trillion miles away from our sun (0.8 light years away). Proxima Centauri, our closest neighbour, is 4.2 light years away.
However, even this close it would have been impossible to see the star from Earth with the naked eye as it is far too dim.
The scientists believe it is an active red dwarf star that is about 8 per cent the mass of our own Sun. It is part of a binary star system and is accompanied by a brown dwarf - a failed star that was too small to spark into life.
Even when at its closest to Earth, Scholz's star would have been 50 times fainter than what can normally be seen with the naked eye.
Instead the star would only have been visible with a telescope - technology far beyond our ancestors 70,000 years ago.
However, the star may have occassionally flared and become brighter for a few minutes.
For any of our ancestors who glanced upwards during such a flare, they would have seen it in the area around the Big Dipper.
The astronomers, whose work is published in the journal Astrophysical Journal Letters, calculated that Scholz's star's path would have taken it through the outer areas of the Oort Cloud.