Our understanding of species phylogeography in much of the Palearctic is incomplete. In addition, many existing studies based solely on mitochondrial DNA (mtDNA) can provide a biased view of phylogeographic history because of the effects of lineage sorting, natural selection, or hybridization. We analyzed 13 introns to assess a mtDNA study of the Eurasian nuthatch (Sitta europaea) that suggested a seemingly contemporaneous origin of distinct taxa in the Caucasus, Europe, and Asia. Neutrality tests showed no evidence of selection on either the mtDNA or nuclear sequences. Most nuclear gene trees, except for Z-linked ones, did not recover the three lineages, which we attribute to recent splitting. Analyses of the 13 introns combined revealed the same three groups as did the mtDNA and suggested that nuthatches experienced a trichotomous (or two indistinguishable) split(s) 1–2 million years ago (Mya) and have remained isolated with trifling if not zero gene flow since then, and the Asian group increased in population size. This result demonstrates the usefulness of mtDNA in discovering phylogeographic patterns. The use of multiple nuclear loci facilitated detection of an introgressed individual and improved estimates of process parameters such as divergence time and population expansion. We recommend that phylogeographic studies should be based on both mtDNA and nuclear genes.