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Climate changes can have fundamental impacts on the distributional patterns of montane species, and range shifts frequently lead to allopatric divergence followed by the establishment of secondary contact zones. Many European and North American organisms have retreated to southern refugia during glacial periods and colonized northward during postglacial periods, but little is known about the evolutionary response of cold-adapted insects to Pleistocene climate changes in eastern Asia. The scorpionfly Dicerapanorpa magna (Chou), with cold temperate habitat preference and weak dispersal ability, provides a good model system to explore how climate changes have influenced the distribution and divergence of cold-adapted insects in eastern Asia. This study reconstructed the demographic dynamics and evolutionary history of D. magna with phylogeographic approaches, and predicted the species' suitable areas under the Last Glacial Maximum (LGM) and current scenarios with the ecological niche modelling analysis. The mitochondrial cytochrome c oxidase subunit I resolved three phylogenetic lineages in D. magna dating back to Pleistocene, corresponding well with the geographically isolated Qinling, Bashan and Minshan Mountains. The ecological niche modelling recovered the suitable habitats for D. magna were the Qinling and Bashan Mountains under LGM and current conditions. The three lineages of D. magna might be in a process of incipient speciation, and likely derived their current distribution from separate glacial origins, followed by vicariance and divergence.