Five stink bugs, Aelia acuminata, A. fieberi, A. furcula, A. klugii and A. sibirica, are found in China and have similar morphologies. Due to the lack of molecular data, the species boundaries and phylogenetic relationships among these five species remain uncertain. In this study, we integrated mitochondrial DNA and nuclear single nucleotide polymorphisms (SNPs) generated by double‐digest restriction site‐associated DNA sequencing (ddRAD‐seq) to perform species delimitation and phylogenetic analyses of the five Aelia species. Most species delimitation analyses based on the cytochrome c oxidase subunit I (COI) gene, mitochondrial genomes and nuclear SNPs yielded five molecular operational taxonomic units (MOTUs), which correspond well to the five Aelia species identified based on morphological characters. We obtained a clear mito‐nuclear discordance between the tree topologies based on mitochondrial genome and genome‐wide SNP data. The D‐statistic and TreeMix analysis suggested that introgression is the most likely cause of mito‐nuclear discordance in Aelia species, which requires confirmation through more extensive sampling and comprehensive data. This study provides the first molecular evidence of the species boundaries and phylogenetic relationships of these five Aelia stink bugs, which is crucial to our understanding of the biodiversity and evolution of Aelia species.