Aim The pine processionary moth (PPM) is a species complex containing two congeneric taxa, namely Thaumetopoea pityocampa and Thaumetopoea wilkinsoni, with a circum-Mediterranean distribution and a strong geographical structure. We developed comparative phylogeographies for two of the main natural enemies of the PPM, the egg parasitoids Baryscapus servadeii and Ooencyrtus pityocampae, to determine to what extent their Quaternary histories were parallel and mirrored that of their host. Location Pine and cedar forests around the Mediterranean Basin. Methods Egg masses of the PPM were sampled from its whole range and parasitoids allowed to emerge in the laboratory. We sequenced one mitochondrial fragment from 303 individuals of B. servadeii and 239 of O. pityocampae, and the nuclear ITS2 for a subset of the samples. The distribution of genetic diversity, network of alleles and AMOVAs were analysed to decipher the phylogeographical structures, and PPM and host plant effects. Results Results differed drastically between the two parasitoid species. We found 87 haplotypes and five ITS alleles for B. servadeii, which showed a strong phylogeographical structure over its distribution range. We identified four divergent clades, one of them further forming four haplogroups. Refugial areas were similar to those of the host. AMOVA showed that over 40% of the variance could be explained by the insect host structure. In contrast, O. pityocampae showed 16 closely related haplotypes, one corresponding to 60% of the individuals. PPM structure explained only 15% of the variance. The effects of the pine host were limited in both parasitoid species. Main conclusions Baryscapus servadeii probably survived Quaternary climatic oscillations in long-term refugia where the PPM host was also continuously present. Although not strictly parallel, its history showed high degrees of similarity with that of the host. Conversely, results suggest that O. pityocampae had different climatic requirements and experienced severe bottleneck(s) during the Quaternary. Yet, it efficiently recolonized its main host range, probably helped by its parthenogenetic reproduction and possibly also by local host shifts.