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Understanding the genetic structure and differentiation in endangered species is of significance in detecting their phylogenetic relationships and prioritizing conservation. Here we sampled five endangered <i>Cycas</i> species endemic to southwest China and genotyped genetic structure and differentiation among them using the genotyping-by-sequencing (GBS) method. <i>C. hongheensis</i> showed high genetic diversity, but the other four species showed low genetic diversity. The genetic diversity between wild and cultivated populations was similar for <i>C. debaoensis</i> and <i>C. guizhouensis</i>, respectively. Low genetic differentiation and high gene flow were found among <i>C</i>. <i>debaoensis</i>, <i>C</i>. <i>guizhouensis,</i> and <i>C</i>. <i>fairylakea</i>, and <i>C. hongheensis</i> differentiated from them at ~1.74 Mya. TreeMix results showed historic migration events from <i>C</i>. <i>guizhouensis</i> to <i>C. hongheensis</i>, showing southward migration pathways. <i>C. hongheensis</i> showed increased effective population size with time, while the other four species underwent bottleneck events at ~1–5 Mya when continuous cooling events occurred. Our results indicate that the migration, differentiation, and speciation of <i>Cycas</i> species are associated with historical cooling events.