Anatolia is characterized by a complex topological structure and a wide diversity of climatic regions. This geological context has been crucial during the evolution of the rock lizard genus Darevskia, promoting the origin of several species within this group of lizards. Our study focuses on the evolutionary history of the rudis species complex, comprised by Darevskia rudis, D. valentini and D. portschinskii, distributed across Anatolia and the Caucasus, with overlapping ranges. Previous studies have suggested the existence of ancient gene flow between these taxa, which, allied with poor sampling, led to weakly resolved phylogenies and mismatching topologies. Here, we employ two mitochondrial (cytb and ND4) and two nuclear (MC1R and C‐mos) DNA fragments, coupled with ecological niche modelling and a significant representation of the species’ wide distribution range to further assess relationships. The specimens identified either as Darevskia rudis or as D. valentini appear as paraphyletic and substructured into four clades, which started to differentiate during the lower Pleistocene (around 1.3 Mya). We also differentiate genetically the recently described Darevskia bithynica and identify the Kizil River valley as a strong vicariant candidate to explain the origin of this species by allopatric speciation. Moreover, the eastern Black Sea Mountains seem to have played an important role as glacial refugium for several populations of D. rudis. Overall, the present study confirms the circum‐Black Sea as a potential Pleistocene refuge and supports the refugia‐within‐refugia hypothesis with the finding of several geographically coherent evolutionary units in the region.