Despite many studies illustrating the perils of utilising mitochondrial DNA in phylogenetic studies, it remains one of the most widely used genetic markers for this purpose. Over the last decade, nuclear introns have been proposed as alternative markers for phylogenetic reconstruction. However, the resolution capabilities of mtDNA and nuclear introns have rarely been quantified and compared. In the current study we generated a novel ∼5 kb dataset comprising six nuclear introns and a mtDNA fragment. We assessed the relative resolution capabilities of the six intronic fragments with respect to each other, when used in various combinations together, and when compared to the traditionally used mtDNA. We focused on a major clade in the horseshoe bat family (Afro-Palaearctic clade; Rhinolophidae) as our case study. This old, widely distributed and speciose group contains a high level of conserved morphology. This morphological stasis renders the reconstruction of the phylogeny of this group with traditional morphological characters complex. We sampled multiple individuals per species to represent their geographic distributions as best as possible (122 individuals, 24 species, 68 localities). We reconstructed the species phylogeny using several complementary methods (partitioned Maximum Likelihood and Bayesian and Bayesian multispecies-coalescent) and made inferences based on consensus across these methods. We computed pairwise comparisons based on Robinson–Foulds tree distance metric between all Bayesian topologies generated (27,000) for every gene(s) and visualised the tree space using multidimensional scaling (MDS) plots. Using our supported species phylogeny we estimated the ancestral state of key traits of interest within this group, e.g. echolocation peak frequency which has been implicated in speciation. Our results revealed many potential cryptic species within this group, even in taxa where this was not suspected a priori and also found evidence for mtDNA introgression. We demonstrated that by using just two introns one can recover a better supported species tree than when using the mtDNA alone, despite the shorter overall length of the combined introns. Additionally, when combining any single intron with mtDNA, we showed that the result is highly similar to the mtDNA gene tree and far from the true species tree and therefore this approach should be avoided. We caution against the indiscriminate use of mtDNA in phylogenetic studies and advocate for pilot studies to select nuclear introns. The selection of marker type and number is a crucial step that is best based on critical examination of preliminary or previously published data. Based on our findings and previous publications, we recommend the following markers to recover phylogenetic relationships between recently diverged taxa (<20 My) in bats and other mammals: ACOX2, COPS7A, BGN, ROGDI and STAT5A.