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The Mandarin vole (<i>Lasiopodomys mandarinus</i>), a typical subterranean rodent, has undergone hematological adaptations to tolerate the hypoxic/hypercapnic underground environment. Hemoglobin (Hb) genes encode respiratory proteins functioning principally in oxygen binding and transport to various tissues and organs. To investigate the evolution of α- and β-hemoglobin (Hb) in subterranean rodent species, we sequenced Hb genes of the Mandarin vole and the related aboveground Brandt’s vole (<i>L</i>. <i>brandti<b>i</b></i>). Sequencing showed that in both voles, α-globin was encoded by a cluster of five functional genes in the following linkage order: <i>HBZ</i>, <i>HBA-T1</i>, <i>HBQ-T1</i>, <i>HBA-T2</i>, and <i>HBQ-T2</i>; among these, <i>HBQ-T2</i> is a pseudogene in both voles. The β-globin gene cluster in both voles also included five functional genes in the following linkage order: <i>HBE</i>, <i>HBE/HBG</i>, <i>HBG</i>, <i>HBB-T1</i>, and <i>HBB-T2</i>. Phylogenetic analysis revealed that the Mandarin vole underwent convergent evolution with its related aboveground species (Brandt’s vole) but not with other subterranean rodent species. Selection pressure analyses revealed that α- and β-globin genes are under strong purifying selection (ω < 1), and branch-site analyses identified positive selection sites on <i>HBAT-T1</i> and <i>HBB-T1</i> in different subterranean rodent species. This suggests that the adaptive evolution of these genes enhanced the ability of Hb to store and transport oxygen in subterranean rodent species. Our findings highlight the critical roles of Hb genes in the evolution of hypoxia tolerance in subterranean rodent species.