Abstract Understanding which factors and processes are associated with genetic differentiation within and among species remains a major goal in evolutionary biology. To explore differences and similarities in genetic structure and its association with geographical and climatic factors in sympatric sister species, we conducted a large-scale (>32° latitude and >36° longitude) comparative phylogeographical study on three Argynnini butterfly species (Speyeria aglaja, Fabriciana adippe and F. niobe) that have similar life histories, but differ in ecological generalism and dispersal abilities. Analyses of nuclear (ddRAD-sequencing derived SNP markers) and mitochondrial (COI sequences) data revealed differences between species in genetic structure and how genetic differentiation was associated with climatic factors (temperature, solar radiation, precipitation, wind speed). Geographical proximity accounted for much of the variation in nuclear and mitochondrial structure and evolutionary relationships in F. adippe and F. niobe, but only explained the pattern observed in the nuclear data in S. aglaja, for which mitonuclear discordance was documented. In all species, Iberian and Balkan individuals formed genetic clusters, suggesting isolation in glacial refugia and limited postglacial expansion. Solar radiation and precipitation were associated with the genetic structure on a regional scale in all species, but the specific combinations of environmental and geographical factors linked to variation within species were unique, pointing to species-specific responses to common environments. Our findings show that the species share similar colonization histories, and that the same ecological factors, such as niche breadth and dispersal capacity, covary with genetic differentiation within these species to some extent, thereby highlighting the importance of comparative phylogeographical studies in sympatric sister species.