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A comprehensive understanding of phylogeography requires the integration of knowledge across different organisms, ecosystems, and geographic regions. However, a critical knowledge gap exists in the arid biota of the vast Asian drylands. To narrow this gap, here we test an "out-of-Central Asia" hypothesis for the desert scorpion Mesobuthus mongolicus by combining Bayesian phylogeographic reconstruction and ecological niche modeling. Phylogenetic analyses of one mitochondrial and three nuclear loci and molecular dating revealed that M. mongolicus represents a coherent lineage that diverged from its most closely related lineage in Central Asia about 1.36 Ma and underwent radiation ever since. Bayesian phylogeographic reconstruction indicated that the ancestral population dispersed from Central Asia gradually eastward to the Gobi region via the Junggar Basin, suggesting that the Junggar Basin has severed as a corridor for Quaternary faunal exchange between Central Asia and East Asia. Two major dispersal events occurred probably during interglacial periods (around 0.8 and 0.4 Ma, respectively) when climatic conditions were analogous to present-day status, under which the scorpion achieved its maximum distributional range. M. mongolicus underwent demographic expansion during the Last Glacial Maximum, although the predicted distributional areas were smaller than those at present and during the Last Interglacial. Development of desert ecosystems in northwest China incurred by intensified aridification might have opened up empty habitats that sustained population expansion. Our results extend the spatiotemporal dimensions of trans-Eurasia faunal exchange and suggest that species' adaptation is an important determinant of their phylogeographic and demographic responses to climate changes. [ABSTRACT FROM AUTHOR]