Species delimitation can be difficult when the divergence between focal taxa falls in the incipient stage of speciation, because conflicting results are expected among different data sets and the species limit may differ depending on the applied species concept. We studied the speciation history and investigated the impact on taxonomic decision when using different data types in a Taiwanese endemic sister species pair of stag beetle, Lucanus miwai and L. yulaoensis, from sky island habitats. We showed that the two geographical taxa can be diagnosed by male mandibular shape. We found two mitochondrial co1 lineages with pairwise sequence divergence > 3 %; however, L. miwai may not be monophyletic. Our multispecies coalescent based species delimitation result using five nuclear loci supported the evolutionary independence of the two sister species, but the calculated values of genealogical divergence index (gdi) corresponded to the species delimitation ambiguous zone. We further showed that post divergence gene flow is unlikely. Our study demonstrates challenges in incipient species delineation, but shows the importance of understanding the speciation history and integrative approaches to reconcile seemingly conflicting results before making evolutionarily relevant taxonomic decisions.