The Mongolian racerunner, Eremias argus, is a small lizard endemic to Northeast Asia that can serve as an excellent model for investigating how geography and past climate change have jointly influenced the evolution of biodiversity in this region. To elucidate the processes underlying its diversification and demography, we reconstructed the range-wide phylogeographic pattern and evolutionary trajectory, using phylogenetic, population genetic, landscape genetic, Bayesian phylogeographic reconstruction and ecological niche modeling approaches. Phylogenetic analyses of the mtDNA cyt b gene revealed eight lineages that were unbounded by geographic region. The genetic structure of E. argus was mainly determined by geographic distance. Divergence dating indicated that E. argus and E. brenchleyi diverged during the Mid-Pliocene Warm Period. E. argus was estimated to have coalesced at~0.4351 Ma (Marine Isotope Stage 19). Bayesian phylogeographic diffusion analysis revealed out-of-Inner Mongolia and rapid colonization events from the end of the Last Interglacial to the Last Glacial Maximum, which is consistent with the expanded suitable range of the Last Glacial Maximum. Pre-Last Glacial Maximum growth of population is presented for most lineages of E. argus. The Glacial Maximum contraction model and the previous multiple glacial refugia hypotheses are rejected. This may be due to an increase in the amount of climatically favorable habitats in Northeast Asia. Furthermore, E. argus barbouri most likely represents an invalid taxon. The present study is the first to report a range-wide phylogeography of reptiles over such a large region in Northeast Asia. Our results make a significant contribution towards understanding the biogeography of the entire Northeast Asia.