Recent studies have focused on the relationship between the marine fauna of the Eastern Atlantic and the Mediterranean Sea, but within the Atlantic, little is known about genetic relationships between populations of the Macaronesian islands. In this study, we tested whether the paleo-climatology and paleo-oceanography of the region could predict the genetic relationships among three Eastern Atlantic populations (Azores, Madeira, and Canaries) of a damselfish, Chromis limbata, and compared our results with its Mediterranean and adjacent Atlantic sister species, Chromis chromis. We combined phylogeographic and coalescent approaches using the fast evolving mitochondrial control region gene. No population structure was found for the three archipelagos. The coalescence time estimated for C. limbata (0.857-1.17 Mya) was much greater than that estimated for C. chromis. We propose that this difference reflects differences in glaciating extents in the Northeastern Atlantic and the Mediterranean. Diversity indexes (Hd and genetic distances) together with historical demographic parameters of C. limbata (Theta and g) revealed a more stable population history when compared to C. chromis. Our results suggest that the Macaronesian populations of C. limbata have probably been less affected by the last glaciation than the Mediterranean populations of C. chromis. Migration across the three archipelagos was estimated and a prevailing northwest trend was detected. This result supports the idea of a colonization of the Azores by warm water fish from Madeira or the westernmost Canary islands which acted as major glacial refugia for the tropical and subtropical marine fauna during the glaciations.