Extant populations of the European wildcat are fragmented across the continent, the likely consequence of recent extirpations due to habitat loss and over-hunting. However, their underlying phylogeographic history has never been reconstructed. For testing the hypothesis that the European wildcat survived the Ice Age fragmented in Mediterranean refuges, we assayed the genetic variation at 31 microsatellites in 668 presumptive European wildcats sampled in 15 European countries. Moreover, to evaluate the extent of subspecies/population divergence and identify eventual wild × domestic cat hybrids, we genotyped 26 African wildcats from Sardinia and North Africa and 294 random-bred domestic cats. Results of multivariate analyses and Bayesian clustering confirmed that the European wild and the domestic cats (plus the African wildcats) belong to two well-differentiated clusters (average ФST = 0.159, rst = 0.392, P > 0.001; Analysis of molecular variance [AMOVA]). We identified from c. 5% to 10% cryptic hybrids in southern and central European populations. In contrast, wild-living cats in Hungary and Scotland showed deep signatures of genetic admixture and introgression with domestic cats. The European wildcats are subdivided into five main genetic clusters (average ФST = 0.103, rst = 0.143, P > 0.001; AMOVA) corresponding to five biogeographic groups, respectively, distributed in the Iberian Peninsula, central Europe, central Germany, Italian Peninsula and the island of Sicily, and in north-eastern Italy and northern Balkan regions (Dinaric Alps). Approximate Bayesian Computation simulations supported late Pleistocene–early Holocene population splittings (from c. 60 k to 10 k years ago), contemporary to the last Ice Age climatic changes. These results provide evidences for wildcat Mediterranean refuges in southwestern Europe, but the evolution history of eastern wildcat populations remains to be clarified. Historical genetic subdivisions suggest conservation strategies aimed at enhancing gene flow through the restoration of ecological corridors within each biogeographic units. Concomitantly, the risk of hybridization with free-ranging domestic cats along corridor edges should be carefully monitored.