Although the phylogeography of European mammals has been extensively investigated since the 1990s, many studies were limited in terms of sampling distribution, the number of molecular markers used and the analytical techniques employed, frequently leading to incomplete postglacial recolonisation scenarios. The broad-scale genetic structure of the European badger (Meles meles) is of interest as it may result from historic restriction to glacial refugia and/or recent anthropogenic impact. However, previous studies were based mostly on samples from western Europe, making it difficult to draw robust conclusions about the location of refugia, patterns of postglacial expansion and recent demography. In the present study, continent-wide sampling and analyses with multiple markers provided evidence for two glacial refugia (Iberia and southeast Europe) that contributed to the genetic variation observed in badgers in Europe today. Approximate Bayesian computation provided support for a colonisation of Scandinavia from both Iberian and southeastern refugia. In the whole of Europe, we observed a decline in genetic diversity with increasing latitude, suggesting that the reduced diversity in the peripheral populations resulted from a postglacial expansion processes. Although MSVAR v.1.3 also provided evidence for recent genetic bottlenecks in some of these peripheral populations, the simulations performed to estimate the method’s power to correctly infer the past demography of our empirical populations suggested that the timing and severity of bottlenecks could not be established with certainty. We urge caution against trying to relate demographic declines inferred using MSVAR with particular historic or climatological events.