Pinus subsection Cembroides comprises approximately 15 taxa distributed from the southwestern United States to south central Mexico. Despite previous phylogenetic studies based on morphology, nuclear ribosomal DNA, and plastid DNA, we still lack a robust phylogenetic hypothesis and clear delimitation for the closely-related species within the group. We studied the evolutionary relationships within subsection Cembroides and explored incomplete lineage sorting and reticulation using low-copy number nuclear genes. Concatenation and multispecies coalescent phylogenies were inferred from samples representing all taxa from subsection Cembroides and outgroups corresponding to the closely-related subsections Balfourianae, Nelsoniae, Gerardianae, and Krempfianae. The concatenation and coalescence-based trees mainly agreed with one another in recovering Pinus subsection Cembroides as monophyletic and in recovering similar relationships among species as in previous plastid DNA-based studies. Phylogenetic position and admixture analysis suggest that P. californiarum should be treated as a separate species from P. monophylla. Furthermore, our results support recognizing P. fallax as a species rather than as an infraspecific taxon of P. monophylla or P. edulis. The ASTRAL-III tree was consistent with the presence of very high levels of ILS in the group of pinyon pines with small cones. Analyses that account for both incomplete lineage sorting and reticulation identify some unexpected hybridization scenarios that were not reported in the literature.