The systematics and speciation literature is rich with discussion relating to the potential for gene tree/species tree discordance. Numerous mechanisms have been proposed to generate discordance, including differential selection, long-branch attraction, gene duplication, genetic introgression, and/or incomplete lineage sorting. For speciose clades in which divergence has occurred recently and rapidly, recovering the true species tree can be particularly problematic due to incomplete lineage sorting. Unfortunately, the availability of multi-locus or “phylogenomic” data sets does not simply solve the problem, particularly when the data are analyzed with standard concatenation techniques. In our study, we conduct a phylogenetic study for a nearly complete species sample of the dwarf and mouse lemur clade, Cheirogaleidae. Mouse lemurs (genus, Microcebus) have been intensively studied over the past decade for reasons relating to their high level of cryptic species diversity, and although there has been emerging consensus regarding the evolutionary diversity contained within the genus, there is no agreement as to the inter-specific relationships within the group. We attempt to resolve cheirogaleid phylogeny, focusing especially on the mouse lemurs, by employing a large multi-locus data set. We compare the results of Bayesian concordance methods with those of standard gene concatenation, finding that though concatenation yields the strongest results as measured by statistical support, these results are found to be highly misleading. By employing an approach where individual alleles are treated as OTUs, we show that phylogenetic results are substantially influenced by the selection of alleles in the concatenation process.