Phylogeographic studies uncover hidden pathways of divergence and inform conservation. Brown bears (Ursus arctos) have one of the broadest distributions of all land mammals, ranging from Eurasia to North America, and are an important model for evolutionary studies. Although several whole genomes were available for individuals from North America, Europe and Asia, limited whole‐genome data were available from Central Asia, including the highly imperilled brown bears in the Gobi Desert. To fill this knowledge gap, we sequenced whole genomes from nine Asian brown bears from the Gobi Desert of Mongolia, Northern Mongolia and the Himalayas of Pakistan. We combined these data with published brown bear sequences from Europe, Asia and North America, as well as other bear species. Our goals were to determine the evolutionary relationships among brown bear populations worldwide, their genetic diversity and their historical demography. Our analyses revealed five major lineages of brown bears based on a filtered set of 684,081 single nucleotide polymorphisms. We found distinct evolutionary lineages of brown bears in the Gobi, Himalayas, northern Mongolia, Europe and North America. The lowest level of genetic diversity and the highest level of inbreeding were found in Pakistan, the Gobi Desert and Central Italy. Furthermore, the effective population size (Ne) for all brown bears decreased over the last 70,000 years. Our results confirm the genetic distinctiveness and ancient lineage of brown bear subspecies in the Gobi Desert of Mongolia and the Himalayas of Pakistan and highlight their importance for conservation.