In order to describe the influence of Pleistocene glaciations on the genetic structure and demography of a highly mobile, but specialized, passerine, the Savi’s Warbler (Locustella luscinioides), mitochondrial DNA sequences (ND2) and microsatellites were analysed in c.330 individuals of 17 breeding and two wintering populations. Phylogenetic, population genetics and coalescent methods were used to describe the genetic structure, determine the timing of the major splits and model the demography of populations. Savi’s Warblers split from its sister species c.8 million years ago and have two major haplotype groups that diverged in the early/middle Pleistocene. One of these clades originated in the Balkans and is currently widespread, showing strong evidence for population expansion; whereas the other is restricted to Iberia and remained stable. Microsatellites agreed with a genetic break around the Pyrenees, but showed considerable introgression and a weaker genetic structure. Both genetic markers showed an isolation-by-distance pattern associated with the population expansion of the eastern clade. Breeding populations seem to be segregated at the wintering sites, but results on migratory connectivity are preliminary. Savi’s Warbler is the only known migratory bird species in which Iberian birds did not expand beyond the Pyrenees after the last glaciation. Despite the long period of independent evolution of western and eastern populations, complete introgression occurred when these groups met in Iberia. Mitochondrial sequences indicated the existence of refugia-within-refugia in the Iberian Peninsula during the last glacial period, which is surprising given the high dispersal capacity of this species. Plumage differences of eastern subspecies seemed to have evolved recently through natural selection, in agreement with the glacial expansion hypothesis. This study supports the great importance of the Iberian Peninsula and its role for the conservation of genetic variation.