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Late Cenozoic stepwise aridification has transformed Central Asia into an arid environment, and the Pleistocene climatic oscillations exerted further ecological impact Therefore, both aridification and glaciation would have considerably influenced the evolution of many midlatitude species in arid Central Asia (ACA). However, strong biotic evidence supporting this role is still lacking. Here, we test this perspective using a phylogeographic study of Eremias velox, which is an arid-adapted lizard, across ACA using sequences from mitochondrial cytochrome b and 12S rRNA genes. Phylogenetic analyses of the concatenated data, including 595 specimens from 107 localities, revealed ten geographically correlated lineages that diverged by 1.1-15.4% for the cytochrome b gene and 1.0-10.3% for the 12S rRNA gene, which were estimated to have coalesced similar to 6.23 million years ago. Ancestral area estimations suggested that E. velox originated from the Iranian Plateau and then dispersed into Central Asia. The intensification of aridification across Central Asia during the Late Pliocene may have facilitated the rapid radiation of this arid-adapted lizard throughout this vast territory. Subsequently, the geological events (e.g., uplift of the Kopet-Dagh, Tianshan and Greater Caucasus Mountains) and glacial oscillations during the Pleistocene triggered the progressive diversification of E. velox. The most recent common ancestor of the Caucasus-Central Asia clade was dated to approximately 2.05 Ma. Specifically, the diversification between the Caucasus clade (VI, VII) and the Central Asia clade (VIII, LX, X), and within the Central Asia clade may have been established and partially maintained by repeated transgressions of the Caspian Sea during the Pleistocene and Holocene. In contrast to demographic and/or range contractions in response to climatic changes during the Last Glacial Maximum (LGM) of the populations (Clades VI and X) from the Caucasus-Central Asia clade, mitochondrial evidence and ecological niche modeling support the signature of demographic and range expansions during the LGM for the Clade V populations (E. v. roborowskii, being endemic to the Turpan Depression). The effect of Pleistocene climatic changes on the historical demography of this arid-adapted species may be lineage-specific, depending predominantly on animal physiology and geography. Finally, we discuss the taxonomic implications, such as the appearance of the Turkmenistan populations as a distinct species, and E. V. roborowskii deserving a full species status.