Two sibling species of the rodent genus Praomys occur in West African forests: P. tullbergi and P. rostratus. By sampling across their geographical ranges (459 individuals from 77 localities), we test the hypothesis that climatic oscillations during the Quaternary made an impact on the observed pattern of cytochrome b sequence variation. We show that, although these two species have parapatric geographical distributions, their phylogeographical histories are dissimilar, which could be related to their distinct ecological requirements. Since the arid phases of the Pleistocene were characterized by isolated forest patches, and intervening wetter periods by forest expansion, these changes in forest cover may be the common mechanism responsible for the observed phylogeographical patterns in both of these species. For example, in both species, most clades had either allopatric or parapatric geographical distributions; however, genetic diversity was much lower in P. tullbergi than in P. rostratus. The genetic pattern of P. tullbergi fits the refuge hypothesis, indicating that a very small number of populations survived in distinct forest blocks during the arid phases, then expanded again with forest recovery. In contrast, a number of populations of P. rostratus appear to have survived during the dry periods in more fragmented forest habitats, with varying levels of gene flow between these patches depending on climatic conditions and forest extent. In addition, historical variations of the West African hydrographic network could also have contributed to the pattern of genetic differentiation observed in both species.