The mountains of southwest China (MSC) harbor extremely high species diversity; however, the mechanism behind this diversity is unknown. We investigated to what degree the topography and climate change shaped the genetic diversity and diversification in these mountains, and we also sought to identify the locations of microrefugia areas in these mountains. For these purposes, we sampled extensively to estimate the intraspecific phylogenetic pattern of the Chinese mole shrew (Anourosorex squamipes) in southwest China throughout its range of distribution. Two mitochondrial genes, namely, cytochrome b (CYT B) and NADH dehydrogenase subunit 2 (ND2), from 383 archived specimens from 43 localities were determined for phylogeographic and demographic analyses. We used the continuous-diffusion phylogeographic model, extensive Bayesian skyline plot species distribution modeling (SDM) and approximate Bayesian computation (ABC) to explore the changes in population size and distribution through time of the species. Two phylogenetic clades were identified, and significantly higher genetic diversity was preserved in the southern subregion of the mountains. The results of the SDM, continuous-diffusion phylogeographic model, extensive Bayesian skyline plot and ABC analyses were congruent and supported that the Last Interglacial Maximum (LIG) was an unfavorable period for the mole shrews because of a high degree of seasonality; A. squamipes survived in isolated interglacial refugia mainly located in the southern subregion during the LIG and rapidly expanded during the last glacial period. These results furnished the first evidence for major Pleistocene interglacial refugia and a latitudinal effect in southwest China, and the results shedding light on the higher level of species richness in the southern subregion.