Giant sengis, or elephant-shrews (Macroscelidea; Macroscelididae; Rhynchocyon), are small-bodied mammals found in central and eastern African forests. Studies have provided contrasting views of the extent and direction of introgression among species. We generated full mitochondrial genomes, and compiled publically available mtDNA 12S and nuclear vWF sequences from Rhynchocyon cirnei, R. petersi and R. udzungwensis that had not previously been analyzed in concert, to elucidate the phylogenetic and population-specific context of potential introgression. Our spatially and phylogenetically broad sampling across species revealed substantial, unidirectional mitochondrial introgression of the R. petersi lineage into R. cirnei reichardi and R. udzungwensis, and from R. udzungwensis into R. c. reichardi. All introgression was highly localized and found only in the eastern Udzungwa Mountains forests in Tanzania. The nuclear data showed another pattern, with R. petersi haplotypes in R. cirnei cirnei and R. c. reichardi. No individuals showed both mitochondrial and nuclear introgression. Our results suggest higher levels of hybridization among giant sengi species than previously recognized, but also highlight the need for further genome-wide analysis and increased spatial sampling to clarify the many aspects of diversification and introgression in this group.