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The relationship between lineage formation and variation in the ecological niche is a fundamental evolutionary question. Two prevailing hypotheses reflect this relationship: niche conservatism and niche divergence. Niche conservatism predicts a pattern where sister taxa will occupy similar niche spaces; whereas niche divergence predicts that sister taxa will occupy different niche spaces. Widely distributed species often show distinct phylogeographic structure, but little research has been conducted on how the environment may be related to these phylogenetic patterns. We investigated the relationship between lineage divergence and environmental space for the closely related species Peromyscus maniculatus and P. polionotus utilizing phylogenetic techniques and ecological niche modeling (ENM). We estimated the phylogenetic relationship among individuals based on complete cytochrome b sequences that represent individuals from a majority of the species ranges. Niche spaces that lineages occupy were estimated by using 12 environmental layers. Differences in niche space were tested using multivariate statistics based on location data, and ENMs were employed using maximum entropy algorithms. Two similarity indices estimated significant divergence in environmental space based on the ENM. Six geographically structured lineages were identified within P. maniculatus. Nested within P. maniculatus we found that P. polionotus recently diverged from a clade occupying central and western United States. We estimated that the majority of the genetic lineages occupy distinct environmental niches, which supports a pattern of niche divergence. Two sister taxa showed niche divergence and represent different ecomorphs, suggesting morphological, genetic and ecological divergence between the two lineages. Two other sister taxa were observed in the same environmental space based on multivariate statistics, suggesting niche conservatism. Overall our results indicate that a widely distributed species may exhibit both niche conservatism and niche divergence, and that most lineages seem to occupy distinct environmental niches.