The grasshopper Oedaleus decorus is a thermophilic insect with a large, mostly south-Palaearctic distribution range, stretching from the Mediterranean regions in Europe to Central-Asia and China. In this study, we analyzed the extent of phylogenetic divergence and the recent evolutionary history of the species based on 274 specimens from 26 localities across the distribution range in Europe. Phylogenetic relationships were determined using sequences of two mitochondrial loci (ctr, ND2) with neighbour-joining and Bayesian methods. Additionally, genetic differentiation was analyzed based on mitochondrial DNA and 11 microsatellite markers using F-statistics, model-free multivariate and model-based Bayesian clustering approaches. Phylogenetic analyses detected consistently two highly divergent, allopatrically distributed lineages within O. decorus. The divergence among these Western and Eastern lineages meeting in the region of the Alps was similar to the divergence of each lineage to the sister species O. asiaticus. Genetic differentiation for ctr was extremely high between Western and Eastern grasshopper populations (F(ct)=0.95). Microsatellite markers detected much lower but nevertheless very significant genetic structure among population samples. The nuclear data also demonstrated a case of cytonuclear discordance because the affiliation with mitochondrial lineages was incongruent in Northern Italy. Taken together these results provide evidence of an ancient separation within Oedaleus and either historical introgression of mtDNA among lineages and/or ongoing sex-specific gene flow in this grasshopper. Our study stresses the importance of multilocus approaches for unravelling the history and status of taxa of uncertain evolutionary divergence.