Closely related taxa living in sympatry provide good opportunities to investigate the origin of barriers to gene flow as well as the extent of reproductive isolation. The only two recognized subspecies of the Chinese rufous horseshoe bat Rhinolophus sinicus are characterized by unusual relative distributions in which R. s. septentrionalis is restricted to a small area within the much wider range of its sister taxon R. s. sinicus. To determine the history of lineage divergence and gene flow between these taxa, we applied phylogenetic, demographic and coalescent analyses to multi-locus datasets. MtDNA gene genealogies and microsatellite-based clustering together revealed three divergent lineages of sinicus, corresponding to Central China, East China and the offshore Hainan Island. However, the central lineage of sinicus showed a closer relationship with septentrionalis than with other lineages of R. s. sinicus, in contrary to morphological data. Paraphyly of sinicus could result from either past asymmetric mtDNA introgression between these two taxa, or could suggest septentrionalis evolved in situ from its more widespread sister subspecies. To test between these hypotheses, we applied coalescent-based phylogenetic reconstruction and Approximate Bayesian Computation (ABC). We found that septentrionalis is likely to be the ancestral taxon and therefore a recent origin of this subspecies can be ruled out. On the other hand, we found a clear signature of asymmetric mtDNA gene flow from septentrionalis into central populations of sinicus yet no nuclear gene flow, thus strongly pointing to historical mtDNA introgression. We suggest that the observed deeply divergent lineages within R. sinicus probably evolved in isolation in separate Pleistocene refugia, although their close phylogeographic correspondence with distinct eco-environmental zones suggests that divergent selection might also have promoted broad patterns of population genetic structure.