The Pyrenean region exhibits high levels of endemism suggesting a major contribution to the phylogeography of European species. But, to date, the role of the Pyrenees and surrounding areas as a glacial refugium for temperate species remains poorly explored. In the current study, we investigated the biogeographic role of the Pyrenean region through the analyses of genetic polymorphism and morphology of a typical forest-dwelling small mammal, the bank vole (Myodes glareolus). Analyses of the mitochondrial cytochrome b gene and the third upper molar (M3) show a complex phylogeographic structure in the Pyrenean region with at least three distinct lineages: the Western European, Spanish and Basque lineages. The Basque lineage in the northwestern (NW) Pyrenees was identified as a new clearly differentiated and geographically localized bank vole lineage in Europe. The average M3 shape of Basque bank voles suggests morphological differentiation but also restricted genetic exchanges with other populations. Our genetic and morphological results as well as palaeo-environmental and fossils records support the hypothesis of a new glacial refugium in Europe situated in the NW Pyrenees. The permissive microclimatic conditions that prevailed for a long time in this region may have allowed the survival of temperate species, including humans. Moreover, local differentiation around the Pyrenees is favoured by the opportunity for populations to track the shift of the vegetation belt in altitude rather than in latitude. The finding of the Basque lineage is in agreement with the high level of endemic taxa reported in the NW Pyrenees.