Introgression of mitochondrial DNA (mtDNA) between closely related taxa can be promoted by either neutral processes or natural selection. Since mitochondrial gene-encoded proteins play critical roles in oxidative metabolism, mtDNA genes are commonly considered to experience strong selective constraint. However, metabolic requirements vary across climatic and ecological gradients, thus modifying potential selective pressures acting on mtDNA genes. Here we conducted tests to detect adaptive evolution occurring in two mtDNA genes (Cytb and ND5) in individuals of Japanese pipistrelle bat (Pipistrellus abramus) across the mainland of China and Hainan Island. Nuclear DNA markers identified two clades in both the mainland and Hainan Island populations, whereas each of these regions had a specific mtDNA clade. This cyto-nuclear discordance is most likely caused by introgression of the mtDNA by ruling out two other alternative scenarios (incomplete lineage sorting and sex-biased gene flow). Although population-based analyses revealed purifying selection acting on Cytb and neutrality in ND5, multiple nonsynonymous substitutions in both Cytb and ND5 were suggested to have been caused by positive selection by a divergence-based analysis. Our study supports the view that molecular adaptation can occur at genes under strong purifying selection if nonsynonymous substitutions cause radical changes in the physicochemical properties of amino acids.