Sex-biased behaviours are expected to play an important role in partitioning genetic variance in animal populations. Comparing genetic structure at markers with different modes of inheritance provides a means of detecting these behaviours and their consequences for population genetic structure. In colonially breeding mammals, the common combination of female philopatry and male vagility can promote contrasting patterns of genetic differentiation between the sexes, both via their effects on recurrent gene flow and on colonization. We examined sex differences in gene flow and structure by comparing maternally inherited mitochondrial DNA (mtDNA) and biparentally inherited autosomal loci in the Formosan lesser horseshoe bat Rhinolophus monoceros. We found that genetic partitioning was higher at mtDNA than autosomal markers in both sexes, indicative of female-biased philopatry and male-biased dispersal. Across Taiwan, isolation-by-distance was detected for all sex/marker combinations but was steeper for mtDNA than for nuclear markers. We suggest that isolation-by-distance shown from mtDNA at large scales is likely to reflect the stepwise founding of new breeding colonies by females during colonization. In contrast, no isolation-by-distance was found at smaller distances of up to 100 km, indicating that gene flow and/or recent shared ancestry homogenises genetic structure among nearby sites. Our results highlight the value of an indirect genetic approach to understanding sex-biased behaviours and their consequences in a little-studied species.