Background Quaternary climatic oscillations had dramatic effects on species evolution. In northern latitudes, populations had to survive the coldest periods in refugial areas and recurrently colonized northern regions during interglacials. Such a history usually results in a loss of genetic diversity. Populations that did not experience glaciations, in contrast, probably maintained most of their ancestral genetic diversity. These characteristics dramatically affected the present-day distribution of genetic diversity and may influence the ability of species to cope with the current global changes. We conducted a range-wide study of mitochondrial genetic diversity in the pine processionary moth (Thaumetopoea pityocampa/T. wilkinsoni complex, Notodontidae), a forest pest occurring around the Mediterranean Basin and in southern Europe. This species is responding to the current climate change by rapid natural range expansion and can also be accidentally transported by humans. Our aim was to assess if Quaternary climatic oscillations had a different effect across the species' range and to determine if genetic footprints of contemporary processes can be identified in areas of recent introduction. Results We identified three main clades that were spatially structured. In most of Europe, the genetic diversity pattern was typical for species that experienced marked glaciation cycles. Except in refugia, European populations were characterized by the occurrence of one main haplotype and by a strong reduction in genetic diversity, which is expected in regions that were rapidly re-colonized when climatic conditions improved. In contrast, all other sub-clades around the Mediterranean Basin occurred in limited parts of the range and were strongly structured in space, as is expected in regions in which the impact of glaciations was limited. In such places, genetic diversity was retained in most populations, and almost all haplotypes were endemic. This pattern was extreme on remote Mediterranean islands (Crete, Cyprus, Corsica) where highly differentiated, endemic haplotypes were found. Recent introductions were typified by the existence of closely-related haplotypes in geographically distant populations, which is difficult to detect in most of Europe because of a lack of overall genetic structure. Conclusion In regions that were not prone to marked glaciations, recent moth introductions/expansions could be detected due to the existence of a strong spatial genetic structure. In contrast, in regions that experienced the most intense Quaternary climatic oscillations, the natural populations are not genetically structured, and contemporary patterns of population expansion remain undetected.