Blue sheep, Pseudois nayaur, is endemic to the Tibetan Plateau and the surrounding mountains, which are the highest‐elevation areas in the world. Classical morphological taxonomy suggests that there are two subspecies in genus Pseudois (Bovidae, Artiodactyla), namely Pseudois nayaur nayaur and Pseudois nayaur szechuanensis. However, the validity and geographic characteristics of these subspecies have never been carefully discussed and analyzed. This may be partially because previous studies have mainly focused on the vague taxonomic status of Pseudois schaeferi (dwarf blue sheep). Thus, there is an urgent need to investigate the evolutionary relationship and taxonomy system of this genus. This study enriches a previous dataset by providing a large number of new samples, based on a total of 225 samples covering almost the entire distribution of blue sheep. Molecular data from cytochrome b and the mitochondrial control region sequences were used to reconstruct the phylogeny of this species. The phylogenetic inferences show that vicariance plays an important role in diversification within this genus. In terms of molecular dating results and biogeographic analyses, the striking biogeographic pattern coincides significantly with major geophysical events. Although the results raise doubt about the present recognized distribution range of blue sheep, they have corroborated the validity of the identified subspecies in genus Pseudois. Meanwhile, these results demonstrate that the two geographically distinct populations, the Helan Mountains and Pamir Plateau populations, have been significantly differentiated from the identified subspecies, a finding that challenges the conventional taxonomy of blue sheep.