The desert biota is exposed to extreme and variable conditions that shape its evolution and diversification processes. In this respect, the Jaculus jerboas have gained the attention of researchers as a result of their broad Saharan–Arabian distribution and their high and unexplained, morphological, anatomical, and molecular variation. In the present study, mitochondrial and nuclear genealogies where used to confirm monophyly of two cryptic species: Jaculus jaculus and Jaculus deserti. The reconstructed demography showed that the evolutionary histories of the species are markedly different and that the expansion into North-West Africa by J. deserti was more recent than that of J. jaculus. The weak ecological separation between species and the signs of recent population growth and expansion of J. deserti suggest that its sympatric occurrence with J. jaculus is recent and that these species evolved in isolated populations, after diverging around the Pliocene–Pleistocene boundary. The importance of climate changes on the Sahara Desert biota is discussed in the context of genetic diversification.