Invasive species' Pleistocene history contains much information on its present population structure, dispersability and adaptability. In this study, the Pleistocene history of a global invasive pest (Brown Marmorated Stink Bug BMSB, Halyomorpha halys) was unveiled using the coupled approach of phylogeography and ecological niche modelling. Rangewide molecular data suggests that the Taiwan and other native populations had diverged in mid-Pleistocene. In mainland China, the native BMSB did not experience population contraction and divergence during last glacial, but persisted in interconnected populations. Combined Bayesian Skyline Plot (BSP) and niche modelling revealed a rapid expansion occurred during the transition of Last Inter Glacial (LIG) to Last Glacial Maximum (LGM). High genetic diversity and multi-reticular haplotypes network exist in the original sources populations of BMSB invasion in northern China. They were speculated to be colonized from the central China, with many derived haplotypes evolved to adapt the novel environment. The ENM future prediction suggest that BMSB may expand northward to higher latitudes in the US and Europe, because of its high invasive ability, together with the available suitable climate space there.