The aoudad or Barbary sheep (Ammotragus lervia) is a threatened ungulate emblematic of North Africa, whose population structure and subspecific taxonomy have not been examined genetically. This knowledge is essential and urgently needed to inform ongoing conservation and management efforts. We analysed the mitochondrial cytochrome b gene and four nuclear genes (casein kappa, spectrin beta nonerythrocytic 1, thyroglobulin, thyrotropin subunit beta) for the first phylogeographic survey of the aoudad, and uncovered a deep Mediterranean-Saharan mitochondrial split separating two highly distinct evolutionary lineages. Their level of divergence is greater than or comparable to those observed between several pairs of congeneric species of different caprine genera. The split was estimated to have occurred in the Early Pleistocene, about 1.3 million years ago. None of the four nuclear genes surveyed, chosen because they have been used in phylogeographic and species-level phylogenetic studies of bovids, allowed us to detect, likely due to their slow evolutionary rate, the substantial and geographically coherent subdivision revealed by mitochondrial DNA. This study is evidence and testament to the ability of mitochondrial DNA, probably unrivalled by any other single-locus marker, as an exploratory tool for investigating population genealogy and history and identifying potential evolutionarily significant units for conservation in animals.