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Aim  Most species of temperate regions are believed to have shifted to lower latitudes or elevations during the glacial periods of the Quaternary. In this study we test whether this phylogeographic assumption is also true for the plateau zokor (Eospalax baileyi), a fossorial rodent endemic to the climate‐sensitive Qinghai–Tibetan Plateau (QTP), which ranges in elevation from 2600 to 4600 m. Location  The QTP of western China. Methods  Phylogeographic analyses were conducted based on the mitochondrial cytochrome b gene sequences of 193 individuals from 20 populations over the entire range of the species. Results  A total of 54 haplotypes identified in the present study clustered into four geographically correlated clades located in the interior of the QTP (clade A) and at the plateau edge (B, C and D). Molecular calibrations suggest that the interior plateau (A) and plateau‐edge (B–D) clades diverged at 1.2 Ma and that the three plateau‐edge clades diverged between 0.85 and 0.80 Ma. These estimates are concordant with diastrophism and glaciation events in the QTP. Coalescent tests rejected both the hypothesis that all current populations originated from a single refugium at a low elevation during the Last Glacial Maximum (LGM) and the hypothesis that the two lineages diverged during the LGM. The tests instead supported the hypothesis that there were four refugia during the LGM, and that the four clades diverged prior to the late Pleistocene. Main conclusions  Our results suggest that Quaternary diastrophisms and glaciations repeatedly promoted allopatric divergence of the plateau zokor into geographical clades, and that these regional clades subsequently persisted at high elevations, rather than migrating to the low‐elevation plateau edge during subsequent glacial ages.