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Our objective was to elucidate the biogeography and speciation patterns in an entire avian family, which shows a complex pattern of overlapping and nonoverlapping geographical distributions, and much variation in plumage, but less in size and structure. We estimated the phylogeny and divergence times for all of the world's species of Prunella based on multiple genetic loci, and analyzed morphometric divergence and biogeographical history. The common ancestor of Prunella was present in the Sino‐Himalayan Mountains or these mountains and Central Asia–Mongolia more than 9 million years ago (mya), but a burst of speciations took place during the mid‐Pliocene to early Pleistocene. The relationships among the six primary lineages resulting from that differentiation are unresolved, probably because of the rapid radiation. A general increase in sympatry with increasing time since divergence is evident. With one exception, species in clades younger than c. 3.7 my are allopatric. Species that are widely sympatric, including the most recently diverged (2.4 mya) sympatric sisters, are generally more divergent in size/structure than allo‐/parapatric close relatives. The distributional pattern and inferred ages suggest divergence in allopatry and substantial waiting time until secondary contact, likely due to competitive exclusion. All sympatrically breeding species are ecologically segregated, as suggested by differences in size/structure and habitat. Colonizations of new areas were facilitated during glacial periods, followed by fragmentation during interglacials—contrary to the usual view that glacial periods resulted mainly in fragmentations.