Ecological niche divergence and adaptation to new environments are thought to play important roles in driving speciation. Whether recently evolved species show evidence for niche divergence or conservation is vital towards understanding the role of ecology in the process of speciation. The genus Procapra is an ancient, monophyletic lineage endemic to Asia that contains three extant species (P. gutturosa, P. przewalskii and P. picticaudata). These species mainly inhabit the Qinghai-Tibetan and Mongolian Plateaus, and today have primarily allopatric distributions. We applied a series of geographic information system-based analyses to test for environmental variation and niche divergence among these three species. We found substantial evidence for niche divergence in species' bioclimatic preferences, which supports the hypothesis that niche divergence accelerates diversification in Procapra. Our results provide important insight into the evolutionary history of ungulates in Asia and help to elucidate how environmental changes accelerate lineage diversification.