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Simple Summary: The genus Heterogynis, with its wingless females and males with uniformly dull-coloured wings that show the same translucent grey–black colour, is certainly not the most exciting group of lepidopterans. However, this genus is interesting due to its relatively high divergence of DNA barcode. This high molecular divergence indicated that there might be an overlooked morphological diversity beyond the taxonomic characters usually analysed for species identification and delimitation. A new species, Heterogynis serbica sp. n. (Lepidoptera: Zygaenoidea, Heterogynidae) has been described from the Republic of Serbia, Balkan Peninsula, by applying an integrative taxonomic approach using morpho-anatomical characteristics, linear wing morphometry and DNA barcoding. Male genitalia, SEM analysis of adult male head anatomy, abdominal tergites/sternites, cocoons and habitats of closely related species H. serbica sp. n. and H. zikici are discussed and illustrated. Integrative taxonomy has shown its strength in species delimitation. Here, by integrating the results obtained using comparative SEM analysis, morphometry and COI-based DNA barcoding, it was determined that the individuals found on Mt. Kopaonik belong to a new species for science. The Heterogynidae are a small family of moths consisting of a single genus Heterogynis and sixteen described species distributed in the Mediterranean region. A species new to science, Heterogynis serbica sp. nov., is described from the locality of Srebrenac, Mt. Kopaonik, Republic of Serbia, Balkan Peninsula, by applying an integrative taxonomic approach using morpho-anatomical characteristics, wing morphometics and DNA barcoding. Male genitalia, scanning electron micrographs of adult male head anatomy, abdominal tergites/sternites, cocoons and habitats of the closely related species H. serbica sp. nov. and H. zikici are discussed and illustrated. Photographs of adult males and females, cocoons, plants in which the cocoons were found and habitats are shown. Importantly, marked differences in genital structure and other morphological characters were noted. These differences were confirmed with forewing morphometrics and COI-based DNA barcoding results. Additionally, DNA barcodes for H. serbica sp. nov. and H. zikici were compared against previously available data for the genus to evaluate the phylogenetic relationships. We conclude that deep, previously unknown and unexpected intrageneric morphological diversity exists in the genus Heterogynis. [ABSTRACT FROM AUTHOR]