The Eurasian Jay Garrulus glandarius is a highly polytypic bird species composed of 34–36 subspecies. The contribution of formation of glacial refugia to the evolutionary process that generated its tremendous diversity has not been studied. We investigated the contribution of microrefugia to the subspeciation process of the Eurasian Jay in the Japanese archipelago. By assessing genetic diversity and reconstructing a mitochondrial phylogenetic tree, we asked whether divergence of a subspecies on a peripheral island (Sado Island) from the subspecies on the mainland of the Japanese archipelago (Honshu and Kyushu, hereafter mainland) occurred via formation of a microrefugium outside the mainland macrorefugia. We also assessed morphological differences between the Sado Island and mainland jay populations. We tested whether the observed morphological differences can be explained by adaptation of the Sado Island population to a species-poor microrefugium. Genetic analyses inferred that the Sado Island population survived in a refugium outside the mainland macrorefugia from around the late Middle to Late Pleistocene. The morphology of the Sado Island jay population was characterized by greater trait variance, larger body size, and a disproportionately large bill when compared with the mainland population. These results are consistent with the expected patterns of morphological evolution in microrefugia with reduced species diversity. We suggest the importance of ecological release in a microrefugium on Sado Island for the evolution of geographical variation of the Eurasian Jay in the Japanese archipelago. This is the first study to assess the significance of microrefugia for the diversification of the Eurasian Jay.