Past glaciation events have played a major role in shaping the genetic diversity and distribution of wild sheep in North America. The advancement of glaciers can isolate populations in ice-free refugia, where they can survive until the recession of ice sheets. The major Beringian refugium is thought to have held thinhorn sheep (Ovis dalli) populations during times of glacial advance. While isolation in the major refugium can account for much of the genetic and morphological diversity seen in extant thinhorn sheep populations, mounting evidence suggests the persistence of populations in smaller minor refugia. We investigated the refugial origins of thinhorn sheep using ~10 000 SNPs obtained via a cross-species application of the domestic sheep ovine HD BeadChip to genotype 52 thinhorn sheep and five bighorn sheep (O. canadensis) samples. Phylogenetic inference revealed a distinct lineage of thinhorn sheep inhabiting British Columbia, which is consistent with the survival of a group of thinhorn sheep in a minor refugium separate from the Beringian refugium. Isolation in separate glacial refugia probably mediated the evolution of the two thinhorn sheep subspecies, the white Dall's sheep (O. d. dalli), which persisted in Beringia, and the dark Stone's sheep (O. d. stonei), which utilized the minor refugium. We also found the first genetic evidence for admixture between sheep from different glacial refugia in south-central Yukon as a consequence of post glacial expansion and recolonization. These results show that glaciation events can have a major role in the evolution of species inhabiting previously glaciated habitats and the need to look beyond established refugia when examining the evolutionary history of such species.