Differential introgression of mitochondrial versus nuclear DNA generates discordant patterns of geographic variation and can promote speciation. We examined a potential case of mitochondrial introgression leading to two perpendicular axes of differentiation. The Eastern Yellow Robin, a widespread Australian bird, shows a deep mitochondrial split that is perpendicular to north-south nuclear DNA and plumage colour differentiation. We proposed a scenario to explain this pattern: (1) the two nuclear and mitochondrial genomes differentiated in concert during north-south population divergence; (2) later, their histories disconnected after two mitochondrial introgression events resulting in a deep mitochondrial split perpendicular to the nuclear DNA structure. We tested this scenario by coalescent modelling of ten mitochondrial genes and 400 nuclear DNA loci. Initial mitochondrial and nuclear genome divergences were estimated to have occurred in the early Pleistocene, consistent with the proposed scenario. Subsequent climatic transitions may have driven later mitochondrial introgression. We reject neutral introgression and consider evidence consistent with adaptive mitochondrial introgression and selection against incompatible mitochondrial-nuclear combinations. This likely generated an axis of incipient speciation associated with mitochondrial differentiation in the face of nuclear gene flow, perpendicular to the initial north-south axis of incipient speciation (reflected in nuclear differentiation and colour variation).