Mediterranean peninsulas are major biodiversity hotspots, and cold-adapted species are an important component of this biodiversity. However, cold-adapted species contributed surprisingly little to our knowledge of the intimate links between Quaternary environmental changes, species’ responses to these changes, and current patterns of intraspecific biodiversity. Here, we investigated the genetic structure and evolutionary history of a cold-adapted amphibian, the Alpine newt Ichthyosaura alpestris, within the Italian peninsula. Nuclear and mitochondrial markers consistently identified three distinct genetic lineages, whose divergence dates to the Early Pleistocene (1.9 and 0.8 million years ago). Our results show that the Italian peninsula provided multiple Pleistocene refugia to this cold-adapted species, and suggest that allopatric fragmentation followed by secondary admixture have been key events in the formation of its current pattern of genetic diversity. Indeed, estimates of population genetic diversity clearly identified contact populations as those achieving the highest levels of diversity. Such concordance among cold-adapted and temperate species in terms of processes triggering the formation of regional patterns of genetic diversity provides strong support for the hypothesis that gene exchange between divergent lineages, rather than long-term stability of refugial populations, has been the main step toward the formation of hotspots of intraspecific biodiversity.