The Socotra Archipelago is an ancient continental fragment of Gondwanan origin and one of the most isolated landforms on Earth and a biodiversity hot spot. Yet, the biogeography and evolutionary history of its endemic fauna still remain largely overlooked. We investigate the origin, tempo and mode of diversification in the Hemidactylus geckos of the Socotra Archipelago. Concatenated and multilocus species coalescent analyses of Hemidactylus from Arabia and North Africa indicate that the Hemidactylus from Socotra do not form a monophyletic group and branch as three independent and well‐supported clades instead. Both the chronogram inferred using the gene tree approach of BEAST and the age‐calibrated multilocus species tree obtained using *BEAST suggest that the origin of Hemidactylus from Socotra may have involved a first vicariance event that occurred in the Early Miocene, followed by two independent transoceanic dispersal events that occurred more recently, during the Pliocene. Within Socotra, we analysed patterns of genetic diversity, the phylogeography and the demographic history in all seven nonintroduced species of Hemidactylus. Results based on two mitochondrial and two nuclear loci from 144 individuals revealed complex patterns of within‐island diversification and high levels of intra‐species genetic divergence. The interplay of both historical and ecological factors seems to have a role in the speciation process of this group of geckos. Interestingly, the case of H. forbesii and H. oxyrhinus, which inhabit the island of Abd al Kuri with an area of 133 km2, may represent one of the most extreme cases of intra‐island speciation in reptiles ever reported.