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The Vitelline Warbler Dendroica vitellina is endemic to the Cayman Islands and Swan Islands in the West Indies. This study examined the phylogenetic affinities of the Vitelline Warbler and assessed mitochondrial differentiation among the three Cayman Island populations. Species-level phylogenetic analyses based on 3639 nucleotides of mitochondrial DNA (mtDNA) sequence were used to place the Vitelline Warbler in the larger Dendroica radiation. These analyses confirmed that the Vitelline Warbler is the sister taxon of the Prairie Warbler Dendroica discolor, a species that breeds in continental North America. The magnitude of mitochondrial differentiation between these sister taxa (2.4%) supports their current classification as separate taxonomic species. Additional comparisons based on the 1041-nucleotide NDII gene sequence from 26 Vitelline Warblers provided evidence of within-species genetic structure. NDII haplotypes from Grand Cayman vs. Cayman Brac/Little Cayman differed by 6–10 nucleotide substitutions, and no haplotypes were shared among these island groups, supporting the current separation of the Cayman Island populations into two subspecies. These patterns support the biogeographical scenario that the Vitelline Warbler was derived from a mainland population of the Prairie Warbler. This may have occurred due to a loss of migration in ancestral populations or from over-water dispersal of a mainland resident population.