Quaternary climate fluctuations and complex mountain systems had a prominent impact on the genetic diversification and speciation of montane organisms. However, the genetic imprints of the interplay between past climate events and rugged relief on montane species remain largely unresolved. Here, we analyzed the phylogeny, population structure, divergence time, demographic simulations, and ecological niche modeling of the montane scorpionfly Cerapanorpa obtusa (Cheng) from 36 populations in the mountains of central China (MCC) using three mitochondrial and two nuclear genes to explore its evolutionary history. The results show that C. obtusa originated from the Minshan Mountains, and currently consists of six genetically fragmented lineages that diverged 1.25-0.52 Ma. Four minor lineages (S1-S4) are confined to the topographically rugged Minshan Mountains, and two major lineages (NW and NE) are widely distributed in the northern MCC with relatively homogeneous landscapes. The Minshan Mountains are likely interglacial microrefugia for C. obtusa, and as spatial buffers in response to past climate changes. These findings provide some evidence that the interplay between climate changes and rugged relief may play a significant role in shaping the distinct phylogeographical pattern of cold‐adapted montane insects. These results would also seem to suggest the importance of topographically rugged mountain systems in the conservation of evolutionary diversity and endemic species.