In order to gain insights into the biogeographic processes underlying biotic diversification in the Atlantic Forest (AF), we used a multi-locus approach to examine the evolutionary history of the White-shouldered Fire-eye (Pyriglena leucoptera) and the Fringe-backed Fire-eye (Pyriglena atra), two parapatric sister species endemic to the AF. We sequenced one mitochondrial, three Z chromosome-linked and three anonymous markers of 556 individuals from 66 localities. We recovered four lineages throughout the AF: P. atra and three populations within P. leucoptera. All populations diverged during the late Pleistocene and presented varying levels of admixture. One Z-linked locus showed the highest level of differentiation between the two species. On the other hand, a mitochondrial haplotype was shared extensively between them. Our data supported vicariance driving speciation along with extinction and dispersal as processes underlying intraspecific diversification. Furthermore, signatures of demographic expansion in most populations and areas of genetic admixture were recovered throughout the AF, suggesting that forest fragmentation was also important in differentiation. Genetic admixture areas are located between large rivers suggesting that AF rivers may diminish gene flow. Our results indicated a complex and dynamic biogeographic history of Pyriglena in the AF, with vicariance, extinction, dispersal and secondary contact followed by introgression likely influencing the current patterns of genetic distribution.