The diversification of alpine species has been modulated by their climatic niches interacting with changing climatic conditions. The relative roles of climatic niche conservatism promoting geographical speciation and of climatic niche diversification are poorly understood in diverse temperate groups. Here, we investigate the climatic niche evolution in a species rich butterfly genus, Erebia (Dalman, 1816). This Holarctic cold-dwelling genus reaches the highest diversity in European mountains. We generated a nearly complete molecular phylogeny and modeled the climatic niche evolution using geo-referenced occurrence records. We reconstructed the evolution of the climatic niche and tested how the species' climatic niche width changes across the occupied climate gradient and compared two main Erebia clades, the European and the Asian clade. We further explored climatic niche overlaps among species. Our analyses revealed that the evolution of Erebia has been shaped by climatic niche conservatism, supported by a strong phylogenetic signal and niche overlap in sister species, likely promoting allopatric speciation. The European and the Asian clades evolved their climatic niches toward different local optima. In addition, species in the European clade have narrower niches compared to the Asian clade. Contrasts among the clades may be related to regional climate differences, with lower climate seasonality in Europe compared to Central Asia favoring the evolution of narrower niches. Further, adaptive divergence could appear in other traits, such as habitat use, which can be reflected by narrower climatic niches detected in the European clade. Our study extends knowledge about the complexity of evolutionary drivers in temperate insects.