Aim: We investigated the Quaternary history of the pine processionary moth, Thaumetopoea pityocampa, an oligophagous insect currently expanding its range. We tested the potential role played by mountain ranges during the post-glacial recolonization of western Europe. Location: Western Europe, with a focus on the Pyrenees, Massif Central and western Alps. Methods: Maternal genetic structure was investigated using a fragment of the mitochondrial cytochrome c oxidase subunit I (COI) gene. We analysed 412 individuals from 61 locations and we performed maximum-likelihood and maximum parsimony phylogenetic analyses, hierarchical analysis of molecular variance, and investigated signs of past expansion. Results: A strong phylogeographic pattern was found, with two deeply divergent clades. Surprisingly, these clades were not separated by the Pyrenees but rather were distributed from western to central Iberia and from eastern Iberia to the Italian peninsula, respectively. This latter group consisted of three shallowly divergent lineages that exhibited strong geographic structure and independent population expansions. The three identified lineages occurred: (1) on both sides of the Pyrenean range, with more genetically diverse populations in the east, (2) from eastern Iberia to western France, with a higher genetic diversity in the south, and (3) from the western Massif Central to Italy. Admixture areas were found at the foot of the Pyrenees and Massif Central. Main conclusions: The identified genetic lineages were geographically structured, but surprisingly the unsuitable high elevation areas of the main mountainous ranges were not responsible for the spatial separation of genetic groups. Rather than acting as barriers to dispersal, mountains appear to have served as refugia during the Pleistocene glaciations, and current distributions largely reflect expansion from these bottlenecked refugial populations. The western and central Iberian clade did not contribute to the northward post-glacial recolonization of Europe. Yet, its northern limit does not correspond to the Pyrenees. The different contributions of the identified refugia to post-glacial expansion might be explained by differences in host plant species richness. For example, the Pyrenean lineage could have been trapped elevationally by tracking montane pines, while the eastern Iberian lineage could have expanded latitudinally by tracking thermophilic lowland pine species.