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The genus Macaca serves as an ideal research model for speciation and introgressive gene flow due to its short period of diversification (about five million years ago) and rapid radiation of constituent species. To understand evolutionary gene flow in macaques, we sequenced four whole genomes (two M. arctoides and two M. thibetana) and combined them with publicly available macaque genome data for genome-wide analyses. We analyzed 14 individuals from nine Macaca species covering all Asian macaque species groups and detected extensive gene flow signals, with the strongest signals between the fascicularis and silenus species groups. Notably, we detected bidirectional gene flow between M. fascicularis and M. nemestrina. The estimated proportion of the genome inherited via gene flow between the two species was 6.19%. However, the introgression signals found among studied island species, such as Sulawesi macaques and M. fuscata, and other species were largely attributed to the genomic similarity of closely related species or ancestral introgression. Furthermore, gene flow signals varied in individuals of the same species (M. arctoides, M. fascicularis, M. mulatta, M. nemestrina and M. thibetana), suggesting very recent gene flow after the populations split. Pairwise sequentially Markovian coalescence (PSMC) analysis showed all macaques experienced a bottleneck five million years ago, after which different species exhibited different fluctuations in demographic history trajectories, implying they have experienced complicated environmental variation and climate change. These results should help improve our understanding of the complicated evolutionary history of macaques, particularly introgressive gene flow.