Pleistocene climate fluctuations have shaped the patterns of genetic diversity observed in extant species. In contrast to Europe and North America where the effects of recent glacial cycles on genetic diversity have been well studied, the genetic legacy of the Pleistocene for the Qinghai-Tibetan (Tibetan) plateau, a region where glaciation was not synchronous with the North Hemisphere ice sheet maxima, remains poorly understood. Here, we compared the phylogeographical patterns of five avian species on the Qinghai-Tibetan plateau by three mitochondrial DNA fragments: the Tibetan snow finch (Montifringilla adamsi), the Blanford’s snow finch (Pyrgilauda blanfordi), the horned lark (Eremophila alpestris), the twite (Carduelis flavirostris) and the black redstart (Phoenicurus ochruros). Our results revealed the three species mostly distributed on the platform region of the plateau that experienced population expansion following the retreat of the extensive glaciation period (0.5–0.175 Ma). These results are at odds with the results from avian species of Europe and North America, where population expansions occurred after Last Glacial Maximum (LGM, 0.023–0.018 Ma). A single refugium was identified in a restricted semi-continuous area around the eastern margin of the plateau, instead of multiple independent refugia for European and North American species. For the other two species distributed on the edges of the plateau (the twite and black redstart), populations were maintained at stable levels. Edge areas are located on the eastern margin, which might have had little or no ice cover during the glaciation period. Thus, milder climate may have mitigated demographic stresses for edge species relative to the extremes experienced by platform counterparts, the present-day ranges of which were heavily ice covered during the glaciation period. Finally, various behavioural and ecological characteristics, including dispersal capacities, habitat preference and altitude specificity along with evolutionary history might have helped to shape different phylogeographical structures appearing in these five species.