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Insect speciation is among the most fascinating topics in evolutionary biology; however, its underlying mechanisms remain unclear. Allopatric speciation represents one of the major types of speciation and is believed to have frequently occurred during glaciation periods, when climatic oscillation may have caused suitable habitats to be fragmented repeatedly, creating geographical isolation among populations. However, supporting evidence for allopatric speciation of insects in East Asia during the Pleistocene glaciation remains lacking. We aim to investigate the effect of climatic oscillation during the Pleistocene glaciation on the diversification pattern and evolutionary history of hemipteran insects and to test the hypothesis of Pleistocene species stability using spinous assassin bugs Sclomina (Hemiptera: Reduviidae), a small genus widely distributed in southern China but was later found to have cryptic species diversity. Here, using the whole mitochondrial genome (mitogenome) and nuclear ribosomal RNA genes, we investigated both interspecific and intraspecific diversification patterns of spinous assassin bugs. Approximate Bayesian computation, ecological niche modeling, and demographic history analyses were also applied to understand the diversification process and driven factors. Our data suggest that the five species of Sclomina are highly diverged, despite three of them currently being cryptic. Speciation occurred during the Pleistocene when suitable distribution areas were possibly fragmented. Six phylogeographic groups in the type species S. erinacea were identified, among which two groups underwent expansion during the early Last Glacial Period and after Last Glacier Maximum. Our analyses suggest that this genus may have experienced climate‐driven habitat fragmentation and postglacial expansion in the Pleistocene, promoting allopatric speciation and intraspecific diversification. Our results reveal underestimated species diversity in a small insect group and illustrate a remarkable example of allopatric speciation of insects in East Asia promoted by Pleistocene climatic oscillations. These findings provide important insights into the speciation processes and aid the conservation of insect species diversity. [ABSTRACT FROM AUTHOR]