Blue sheep (Pseudois nayaur), a Central Asian ungulate with restricted geographic distribution, exhibits unclear variation in morphology and phylogeographic structure. The composition of species and subspecies in the genus Pseudois is controversial, particularly with respect to the taxonomic designation of geographically restricted populations. Here, 26 specimens including 5 dwarf blue sheep (Pseudois schaeferi), which were collected from a broad geographic region in China, were analyzed for 2 mitochondrial DNA fragments (cytochrome b and control region sequences). In a pattern consistent with geographically defined subspecies, we found three deeply divergent mitochondrial lineages restricted to different geographic regions. The currently designated two subspecies of blue sheep, Pseudois nayaur nayaur and Pseudois nayaur szechuanensis, were recognized in the phylogenetic trees. In addition, the Helan Mountain population showed distinct genetic characteristics from other geographic populations, and thus should be classified as a new subspecies. In contrast, dwarf blue sheep clustered closely with some blue sheep from Sichuan Province in the phylogenetic trees. Therefore, dwarf blue sheep appear to be a subset of Pseudois nayaur szechuanensis. After considering both population genetic information and molecular clock analysis, we obtained some relevant molecular phylogeographic information concerning the historical biogeography of blue sheep. These results also indicate that western Sichuan was a potential refugium for blue sheep during the Quaternary period.