Detailed knowledge of phylogeography is important for control of mosquito species involved in transmission of human infectious diseases. Anopheles messeae is a geographically widespread and genetically diverse dominant vector of malaria in Eurasia. A closely related sibling species, An. daciae, was distinguished from An. messeae based on a few nucleotide differences in its ribosomal DNA. However, the mechanisms of speciation and their evolutionary histories are poorly understood. Here, we performed a large-scale population genetics analysis of 3 694 mosquitos from Eurasia to understand the species divergence, diversity, and population structure using the Internal Transcribed Spacer 2 of ribosomal DNA for species identification and frequencies of 11 polymorphic chromosomal inversions as genetic markers. The study revealed striking differences in the geographical distribution of the sibling species. The largest genetic differences between An. messeae and An. daciae were detected in the X sex chromosome suggesting that this chromosome plays a role in speciation. The frequencies of autosomal inversions differed significantly between the species, strongly supporting a restricted gene flow. The clinal variability of some inversion frequencies was revealed in both species implicating their possible involvement in climate adaptations. Statistical analysis of inversion polymorphism clearly distinguished two clusters associated with the two species and demonstrated much higher genetic diversity within An. messeae. Overall, the frequencies of hybrids in all locations were extremely low with the exception of several southeastern populations, where putative hybrids were abundant. Thus, the pattern of genetic differentiation implies dramatic differences in geographic distribution, population structure, and evolutionary histories of the sibling species An. messeae and An. daciae.