The Balkan Peninsula acted as a refugium for many steppic species during the Pleistocene, resulting in a high genetic variability, which, in some cases, presents a northward decreasing latitudinal gradient. In the present study, we investigate the genetic diversity of the European ground squirrel (Spermophilus citellus) in its Balkan distribution, sampled comprehensively across its entire distribution in Greece (133 samples from 21 localities). These samples are compared with others from Serbia (54 samples from eight localities) and the available published data from its range in Europe (124 sequences from GenBank). Our results show that the genetic diversity of the Greek and Serbian populations is not correlated with a latitudinal gradient. However, when the entire European range is considered, the model that best fits the genetic variation of the species is based on the ‘centre–periphery’ hypothesis. The founder (centre) populations of the species were most probably situated in south-eastern Bulgaria and European Turkey and underwent rapid expansion post-glacially, during the Holocene, both northwards (Central Europe) and southwards (Greece), as revealed by the decreased genetic diversity and phylogeographical inference analysis in these marginal regions. These results indicate a particular phylogeographical history of a European species and set a baseline for conservation management in its southern populations.