The Pleistocene climatic fluctuations had a huge impact on all life-forms, and various hypotheses regarding the survival of organisms during glacial periods have been postulated. In the European Alps, evidence has been found in support of refugia outside the ice shield (massifs de refuge) acting as sources for postglacial recolonisation of inner-Alpine areas. In contrast, evidence for survival on nunataks, ice-free areas above the glacier, remains scarce. Here, we combine multivariate genetic analyses with ecological niche models (ENMs) through multiple timescales to elucidate the history of alpine Megabunus harvestmen throughout the ice ages, a genus that comprises eight high altitude endemics. ENMs suggest two types of refugia throughout the Last Glacial Maximum, inner-Alpine survival on nunataks for four species and peripheral refugia for further four species. In some geographic regions, the patterns of genetic variation are consistent with long-distance dispersal out of massifs de refuge, repeatedly coupled with geographic parthenogenesis. In other regions, long-term persistence in nunataks may dominate the patterns of genetic divergence. Overall, our results suggest that glacial cycles contributed to allopatric diversification in Alpine Megabunus, both within and at the margins of the ice shield. These findings exemplify the power of ENM projections coupled with genetic analyses to identify hypotheses about the position and number of glacial refugia and thus to evaluate the role of Pleistocene glaciations in driving species-specific responses of recolonisation or persistence that may have contributed to observed patterns of biodiversity.