In this study, we analysed the molecular and morphometric differences of several populations of the putative sand fly vector Psychodopygus davisi (Root, 1934) (Diptera, Psychodidae, Phlebotominae) in Brazil. We amplified the 658 base pair fragments of the DNA barcoding region—cytochrome c oxidase subunit 1 (COI) gene—for 57 specimens of P. davisi and three specimens of Psychodopygus claustrei (Abonnenc, Léger & Fauran, 1979). We merged our data with public sequences of the same species available from GenBank. Then, the combined dataset—87 sequences and 20 localities—was analysed using population structure analysis and different species delimitation approaches. Geometric morphometry of wings was performed for 155 specimens of P. davisi populations from the North, Midwest and Southeast Brazilian regions, analysing the differences in centroid sizes and canonical variates. Molecular analysis indicated high intraspecific genetic distance values for P. davisi (maximum p distance = 5.52%). All algorithms identified P. davisi and P. claustrei as distinct molecular taxonomic units, despite the low interspecific distance (p distance to the nearest neighbour = 4.79%). P. davisi sequences were split into four genetic clusters by population structure analysis and at least five genetic lineages using intermediate scenarios of the species delimitation algorithms. The species validation analysis of BPP strongly supported the five‐species model in our dataset. We found high genetic diversity in this taxon, which is in agreement with its wide geographic distribution in Brazil. Furthermore, the wing analysis showed that specimens from the Southeast Region of Brazil are different from those in the North and the Midwest. The evolutionary patterns of P. davisi populations in Brazil suggest the presence of candidate species, which need to be validated in future studies using a more comprehensive approach with both genomic data and morphological characters.