We used mitochondrial DNA control-region and microsatellite data to infer the evolutionary history and past demographic changes in 332 rock partridges (Alectoris graeca) sampled from throughout the species’ distribution range, with the exception of the central Balkans region. Maternal and biparental DNA markers indicated concordantly that rock partridge populations are structured geographically (mtDNA φST = 0.86, microsatellite FST = 0.35; RST = 0.31; P < 0.001). Phylogenetic analyses of 22 mtDNA haplotypes identified two major phylogroups (supported by bootstrap values = 93%), splitting partridges from Sicily vs. all the other sampled populations at an average Tamura–Nei genetic distance of 0.035, which corresponds to 65% of the average distance between closely related species of Alectoris. Coalescent estimates of divergence times suggested that rock partridges in Sicily were isolated for more than 200 000 years. This deep subdivision was confirmed by multivariate, Bayesian clustering and population assignment analyses of microsatellite genotypes, which supported also a subdivision of partridges from the Alps vs. populations in the Apennines, Albania and Greece. Partridges in the Apennines and Albania–Greece were probably connected by gene flow since recently through a late Pleistocene Adriatic landbridge. Deglaciated Alps were probably colonized by distinct and, perhaps, not yet sampled source populations. Bottleneck and mismatch analyses indicate that rock partridges have lost variability through past population declines, and did not expand recently. Deglaciated areas could have been recolonized without any strong demographic expansion. Genetic data partially supported subspecies subdivisions, and allowed delimiting distinct conservation units. Rock partridges in Sicily, formally recognized as A. g. whitakeri, met the criteria for a distinct evolutionary significant unit.