Comparative phylogeography has become a powerful approach in exploring hidden or cryptic diversity within widespread species and understanding how historical and biogeographical factors shape the modern patterns of their distribution. Most comparative phylogeographic studies so far focus on terrestrial and vertebrate taxa, while aquatic invertebrates (and especially freshwater invertebrates) remain unstudied. In this article, we explore and compare the patterns of molecular diversity and phylogeographic structure of four widespread freshwater copepod crustaceans in European water bodies: the harpacticoids Attheyella crassa, Canthocamptus staphylinus and Nitokra hibernica, and the cyclopoid Eucyclops serrulatus, using sequence data from mtDNA COI and nuclear ITS/18S rRNA genes. The three taxa A. crassa, C. staphylinus and E. serrulatus each consist of deeply diverged clusters and are deemed to represent complexes of species with largely (but not completely) non-overlapping distributions, while in N. hibernica only little differentiation was found, which may however reflect the geographically more restricted sampling. However, the geographical patterns of subdivision differ. The divisions in A. crassa and E. serrulatus follow an east–west pattern in Northern Europe whereas that in C. staphylinus has more of a north–south pattern, with a distinct Fennoscandian clade. The deep mitochondrial splits among populations of A. crassa, C. staphylinus and E. serrulatus (model-corrected distances 26–36%) suggest that divergence of the lineages predate the Pleistocene glaciations. This study provides an insight into cryptic diversity and biogeographic distribution of freshwater copepods.