Although the Sahara is a major geographical feature of the African continent, its role in the diversification of animal species is not well understood. We present here a molecular phylogeny for members of the endemic African mammalian order Macroscelidea (elephant shrews) with molecular-clock calculations; this molecular phylogeny provides convincing evidence that the genus Elephantulus is diphyletic. Elephantulus rozeti, the only elephant shrew species that resides north of the Sahara, is the sister group of a species from a different genus (Petrodromus tetradactylus), which resides just south of the Sahara. The split between these taxa coincided with major Miocene climatic events, which triggered the cooling and aridification of midlatitude continental regions, and a shift in the Sahara from a tropical to an arid environment. Thus, the North African distribution of E. rozeti is not the result of dispersion from an eastern species of the genus, but instead the result of a vicariant event involving the formation of the Sahara. The splitting events involved with most Elephantulus species in our analysis appear to coincide with these climatic events. This coincidence suggests that the environmental consequences associated with this period played an important role in the radiation of this order of mammals. The strongly supported phylogeny provides compelling evidence for a complex history of mosaic evolution, including pronounced bradytelic morphological evolution in some lineages, accelerated morphological evolution in others, and a remarkably slow rate of evolution of the male reproductive structure.