Deep sympatric intraspecific divergence in mtDNA may reflect cryptic species or formerly distinct lineages in the process of remerging. Preliminary results from DNA barcoding of Scandinavian butterflies and moths showed high intraspecific sequence variation in the autumnal moth, Epirrita autumnata. In this study, specimens from different localities in Norway and some samples from Finland and Scotland, with two congeneric species as outgroups, were sequenced with mitochondrial and nuclear markers to resolve the discrepancy found between mtDNA divergence and present species-level taxonomy. We found five COI sub-clades within the E. autumnata complex, most of which were sympatric and with little geographic structure. Nuclear markers (ITS2 and Wingless) showed little variation and gave no indications that E. autumnata comprises more than one species. The samples were screened with primers for Wolbachia outer surface gene (wsp) and 12% of the samples tested positive. Two Wolbachia strains were associated with different mtDNA sub-clades within E. autumnata, which may indicate indirect selection/selective sweeps on haplotypes. Our results demonstrate that deep mtDNA divergences are not synonymous with cryptic speciation and this has important implications for the use of mtDNA in species delimitation, like in DNA barcoding.