The savannah biome of sub-Saharan Africa harbours the highest diversity of ungulates (hoofed mammals) on Earth. In this review, we compile population genetic data from 19 codistributed ungulate taxa of the savannah biome and find striking concordance in the phylogeographic structuring of species. Data from across taxa reveal distinct regional lineages, which reflect the survival and divergence of populations in isolated savannah refugia during the climatic oscillations of the Pleistocene. Data from taxa across trophic levels suggest distinct savannah refugia were present in West, East, Southern and South-West Africa. Furthermore, differing Pleistocene evolutionary biogeographic scenarios are proposed for East and Southern Africa, supported by palaeoclimatic data and the fossil record. Environmental instability in East Africa facilitated several spatial and temporal refugia and is reflected in the high inter- and intraspecific diversity of the region. In contrast, phylogeographic data suggest a stable, long-standing savannah refuge in the south.