Quaternary climatic oscillations have been considered decisive in shaping much of the phylogeographic structure around the Mediterranean Basin. Within this paradigm, peripheral islands are usually considered as the endpoints of the colonization processes. Here, we use nuclear and mitochondrial markers to investigate the phylogeography of the blue tit complex (blue tit Cyanistes caeruleus, Canary blue tit C. teneriffae and azure tit C. cyanus), and assess the role of the Canary Islands for the geographic structuring of genetic variation. The Canary blue tit exhibits strong genetic differentiation within the Canary Islands and, in combination with other related continental species, provides an ideal model in which to examine recent differentiation within a closely related group of continental and oceanic island avian species. We analysed DNA sequences from 51 breeding populations and more than 400 individuals in the blue tit complex. Discrepancies in the nuclear and mitochondrial gene trees provided evidence of a complex evolutionary process around the Mediterranean Basin. Coalescent analyses revealed gene flow between C. caeruleus and C. teneriffae suggesting a dynamic process with multiple phases of colonization and geographic overlapping ranges. Microsatellite data indicated strong genetic differentiation among the Canary Islands and between the Canary archipelago and the close continental areas, indicating limited contemporary gene flow. Diversification of the blue tit complex is estimated to have started during the early Pliocene (≈ 5 Ma), coincident with the end of Messinian salinity crisis. Phylogenetic analyses indicated that the North African blue tit is derived from the Canary blue tits, a pattern is avian ‘back colonization’ that contrasts with more traditionally held views of islands being sinks rather than sources.