The gray wolf (Canis lupus) is among the few large carnivores that survived the Late Pleistocene megafaunal extinctions. Thanks to their complex history of admixture and extensive geographic range, the number of gray wolf subspecies and their phylogenetic relationships remain poorly understood. Here, we perform whole-genome sequencing of a gray wolf collected from peninsular India that was phenotypically distinct from gray wolves outside India. Genomic analyses reveal that the Indian gray wolf is an evolutionarily distinct lineage that diverged from other extant gray wolf lineages ∼110 thousand years ago. Demographic analyses suggest that the Indian wolf population declined continuously decline since separating from other gray wolves and, today, has exceptionally low genetic diversity. We also find evidence for pervasive and mosaic gene flow between the Indian wolf and African canids including African wolf, Ethiopian wolf, and African wild dog despite their current geographical separation. Our results support the hypothesis that the Indian subcontinent was a Pleistocene refugium and center of diversification and further highlight the complex history of gene flow that characterized the evolution of gray wolves.