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Abstract The subgenus Aschizomys belongs to the genus Alticola (Central Asian mountain vole) and consists of two species: Alticola macrotis and Alticola lemminus. Phylogenetic relationships within the subgenus Aschizomys remain obscure due to limited sampling, an insufficient number of molecular markers used in phylogenetic studies, and paraphyly observed on mitochondrial trees. In this work, to infer reliable phylogenetic relationships and evaluate putative scenarios of ancient hybridization within the subgenus, we applied double‐digest restriction site‐associated DNA paired‐end (quaddRAD) sequencing to 20 DNA samples (20 individuals), including five species of the genus Alticola, and dated the divergence of cytochrome b (cytb) lineages within Aschizomys using a “second calibration” approach. We showed monophyly of the two species on the basis of thousands of nuclear loci and demonstrated traces of introgression also in the nuclear genome. Observed paraphyly in cytb could be explained by an introgression event rather than incomplete lineage sorting. This explanation was confirmed by an analysis of the cytb divergence time. Overall, our results support the hypothesis of extensive migration of the Aschizomys species during the Late Pleistocene, with this migration leading to population divergence and introgression. We expect our article to become a starting point for a series of rigorous studies on the population history of the genus Alticola as a whole.