This study investigated the Pleistocene history of a semi-aquatic bug, Microvelia douglasi douglasi Scott, 1874 (Hemiptera: Veliidae) in East Asia. We used M. douglasi douglasi as a model species to explore the effects of historical climatic fluctuations on montane semi-aquatic invertebrate species. Two hypotheses were developed using ecological niche models (ENM). First, we hypothesized that M. douglasi douglasi persisted in suitable habitats in southern Guizhou, southern Yunnan, Hainan, Taiwan and southeast China during the LIG. After that, the populations expanded (Hypothesis 1). Since the spatial prediction in the LGM was significantly larger than in the LIG, we then hypothesized that the population expanded during the LIG to LGM transition (Hypothesis 2). We tested these hypotheses using mitochondrial data (COI+COII) and nuclear data (ITS1+5.8S+ITS2). Young lineages, relatively deep splits, lineage differentiation among mountain ranges in central, south and southwest China and high genetic diversities were observed in these suitable habitats. Evidence of mismatch distributions and neutrality tests indicate that a population expansion occurred in the late Pleistocene. The Bayesian skyline plot (BSP) revealed an unusual population expansion that likely happened during the cooling transition between LIG and LGM. The results of genetic data were mostly consistent with the spatial predictions from ENM, a finding that can profoundly improve phylogeographic research. The ecological requirements of M. douglasi douglasi, together with the geographical heterogeneity and climatic fluctuations of Pleistocene in East Asia, could have shaped this unusual demographic history. Our study contributes to our knowledge of semi-aquatic bug/invertebrate responses to Pleistocene climatic fluctuations in East Asia.