The Sunda pangolin (Manis javanica) is the most widely distributed Asian pangolin species, occurring across much of Southeast Asia and in southern China. It is classified as Critically Endangered and is one of the most trafficked mammals in the world, which not only negatively impacts wild Sunda pangolin populations but also poses a potential disease risk to other species, including humans and livestock. Here, we aimed to investigate the species' phylogeography across its distribution to improve our understanding of the species' evolutionary history, elucidate any taxonomic uncertainties and enhance the species' conservation genetic management and potential wildlife forensics applications. We sequenced mtDNA genomes from 23 wild Sunda pangolins of known provenance originating from Malaysia to fill sampling gaps in previous studies, particularly in Borneo. To conduct phylogenetic and population genetic analyses of Sunda pangolins across their range, we integrated these newly generated mitochondrial genomes with previously generated mtDNA and nuclear DNA data sets (RAD‐seq SNP data). We identified an evolutionarily distinct mtDNA lineage in north Borneo, estimated to be ~1.6 million years divergent from lineages in west/south Borneo and the mainland, comparable to the divergence time from the Palawan pangolin. There appeared to be mitonuclear discordance, with no apparent genetic structure across Borneo based on analysis of nuclear SNPs. These findings are consistent with the ‘out of Borneo hypothesis’, whereby Sunda pangolins diversified in Borneo before subsequently migrating throughout Sundaland, and/or a secondary contact scenario between mainland and Borneo. We have elucidated possible taxonomic issues in the Sunda/Palawan pangolin complex and highlight the critical need for additional georeferenced samples to accurately apportion its range‐wide genetic variation into appropriate taxonomic and conservation units. Additionally, these data have improved forensic identification testing involving these species and permit the implementation of geographic provenance testing in some scenarios.