Inferring the phylogeography of species with large distributions helps deciphering major diversification patterns that may occur in parallel across taxa. Here, we infer the evolutionary history of the Cape hare, Lepus capensis sensu lato, a species distributed from southern Africa to Asia, by analyzing variation at 18 microsatellites and 9 DNA (1 mitochondrial and 8 nuclear) sequenced loci, from field and museum-collected samples. Using a combination of assignment and coalescent-based methods, we show that the Cape hare is composed of five evolutionary lineages, distributed in distinct biogeographic regions-north-western Africa, eastern Africa, southern Africa, the Near East and the Arabian Peninsula. A deep phylogenetic break possibly dating to the Early Pleistocene was inferred between the African and Asian L. capensis groups, and the latter appear more closely related to other Eurasian hare species than to African Cape hares. The inferred phylogeographic structure is shared by numerous taxa distributed across the studied range, suggesting that environmental changes, such as the progressive aridification of the Saharo-Arabian desert and the fluctuations of savannah habitats in Sub-Saharan Africa, had comparable impacts across species. Fine-scale analyses of the western Sahara-Sahel populations showed rich fragmentation patterns for mitochondrial DNA but not for microsatellites, compatible with the environmental heterogeneity of the region and female philopatry. The complex evolutionary history of L. capensis sensu lato, which possibly includes interspecific gene flow, is not reflected by taxonomy. Integrating evolutionary inference contributes to an improved characterization of biodiversity, which is fundamental to foster the conservation of relevant evolutionary units.