Phylogenetic and geographical nested clade analysis (NCA) methods were applied to mitochondrial DNA sequences of Pimelia darkling beetles (Coleoptera, Tenebrionidae) endemic to Gran Canaria, an island in the Canary archipelago. The three species P. granulicollis, P. estevezi and P. sparsa occur on the island, the latter with three recognized subspecies. Another species, P. fernandezlopezi (endemic to the island of La Gomera) is a close relative of P. granulicollis based on partial Cytochrome Oxidase I mtDNA sequences obtained in a previous study. Some of these beetles are endangered, so phylogeographical structure within species and populations can help to define conservation priorities. A total of about 700 bp of Cytochrome Oxidase II were examined in 18 populations and up to 75 individuals excluding outgroups. Among them, 22 haplotypes were exclusive to P. granulicollis and P. estevezi and 31 were from P. sparsa. Phylogenetic analysis points to the paraphyly of Gran Canarian Pimelia, as the La Gomera P. fernandezlopezi haplotypes are included in them, and reciprocal monophyly of two species groups: one constituted by P. granulicollis, P. estevezi and P. fernandezlopezi (subgenus Aphanaspis), and the other by P. sparsa‘sensu lato’. The two species groups show a remarkably high mtDNA divergence. Within P. sparsa, different analyses all reveal a common result, i.e. conflict between current subspecific taxonomic designations and evolutionary units, while P. estevezi and P. fernandezlopezi are very close to P. granulicollis measured at the mtDNA level. Geographical NCA identifies several cases of nonrandom associations between haplotypes and geography that may be caused by allopatric fragmentation of populations with some cases of restriction of gene flow or range expansion. Analyses of molecular variance and geographical NCA allow definition of evolutionary units for conservation purposes in both species-groups and suggest scenarios in which vicariance caused by geological history of the island may have shaped the pattern of the mitochondrial genetic diversity of these beetles.