The pine-oak woodlands of the Mexican highlands harbour significant biological diversity, yet little is known about the evolutionary history of organisms inhabiting this region. We assessed genetic and phenotypic differentiation in 482 individuals representing 27 populations of the Mexican jay (Aphelocoma ultramarina) - a widespread bird species of the Mexican highlands - to test whether populations in the central and northern Mexican sierras display discrete breaks between groups, which would be consistent with a role for the different mountain chains in divergence and speciation. We found abrupt breaks in mitochondrial DNA (mtDNA; ND2 and control region) delineating four major genetic groups found in the Sierra Madre Occidental, Sierra Madre Oriental, southern Central Plateau (Bajio), and Transvolcanic Belt. These mtDNA groups were largely corroborated by data from nuclear microsatellites and phenotypic data, except that clades from the Central Plateau and Sierra Madre Oriental showed clinal change in these data sets. Uncertainty about the mutation rate for our mitochondrial markers warrants considerable caution with regard to estimating divergence times, but the major genetic groups appear to have split before the most extreme period of glacial cycling that marked the last 0.7 million years and after Mexico's period of major mountain formation. The fact that some genetic breaks do not coincide with well-known geographic barriers suggests a role for ecology in divergence and speciation, and we discuss implications for taxonomy and conservation.