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Temporal genomic data hold great potential for studying evolutionary processes, including speciation. However, sampling across speciation events would in many cases require genomic time series that stretch well into the Early Pleistocene (>1 million years). Although theoretical models suggest that DNA should survive on this timescale 1 , the oldest genomic data recovered so far is from a 560-780 ka old horse specimen 2 . Here we report the recovery of genome-wide data from three Early and Middle Pleistocene mammoth specimens, two of which are more than one million years old. We find that two distinct mammoth lineages were present in eastern Siberia during the Early Pleistocene. One of these gave rise to the woolly mammoth, whereas the other represents a previously unrecognised lineage that was ancestral to the first mammoths to colonise North America. Our analyses reveal that the North American Columbian mammoth traces its ancestry to a Middle Pleistocene hybridisation between these two lineages, with roughly equal admixture proportions. Finally, we show that the majority of protein-coding changes associated with cold adaptation in woolly mammoths were present already a million years ago. These findings highlight the potential of deep time palaeogenomics to expand our understanding of speciation and long-term adaptive evolution.