Understanding the drivers and limits of species radiations is a crucial goal of evolutionary genetics and molecular ecology, yet research on this topic has been hampered by the notorious difficulty of connecting micro- and macroevolutionary approaches to studying the drivers of diversification. To chart the current research gaps, opportunities and challenges of molecular ecology approaches to studying radiations, we examine the literature in the journal Molecular Ecology and revisit recent high-profile examples of evolutionary genomic research on radiations. We find that available studies of radiations are highly unevenly distributed among taxa, with many ecologically important and species-rich organismal groups remaining severely understudied, including arthropods, plants and fungi. Most studies employed molecular methods suitable over either short or long evolutionary time scales, such as microsatellites or restriction site-associated DNA sequencing (RAD-seq) in the former case and conventional amplicon sequencing of organellar DNA in the latter. The potential of molecular ecology studies to address and resolve patterns and processes around the species level in radiating groups of taxa is currently limited primarily by sample size and a dearth of information on radiating nuclear genomes as opposed to organellar ones. Based on our literature survey and personal experience, we suggest possible ways forward in the coming years. We touch on the potential and current limitations of whole-genome sequencing (WGS) in studies of radiations. We suggest that WGS and targeted ('capture') resequencing emerge as the methods of choice for scaling up the sampling of populations, species and genomes, including currently understudied organismal groups and the genes or regulatory elements expected to matter most to species radiations.