Phylogeographic structure of the eastern pine processionary moth Thaumetopoea wilkinsoni was explored in this study by means of nested clade phylogeographic analyses of COI and COII sequences of mitochondrial DNA and Bayesian estimates of divergence times. Intraspecific relationships were inferred and hypotheses tested to understand historical spread patterns and spatial distribution of genetic variation. Analyses revealed that all T. wilkinsoni sequences were structured in three clades, which were associated with two major biogeographic events, the colonization of the island of Cyprus and the separation of southwestern and southeastern Anatolia during the Pleistocene. Genetic variation in populations of T. wilkinsoni was also investigated using amplified fragment length polymorphisms and four microsatellite loci. Contrasting nuclear with mitochondrial data revealed recurrent gene flow between Cyprus and the mainland, related to the long-distance male dispersal. In addition, a reduction in genetic variability was observed at both mitochondrial and nuclear markers at the expanding boundary of the range, consistent with a recent origin of these populations, founded by few individuals expanding from nearby localities. In contrast, several populations fixed for one single mitochondrial haplotype showed no reduction in nuclear variability, a pattern that can be explained by recurrent male gene flow or selective sweeps at the mitochondrial level. The use of both mitochondrial and nuclear markers was essential in understanding the spread patterns and the population genetic structure of T. wilkinsoni, and is recommended to study colonizing species characterized by sex-biased dispersal.