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Climatic fluctuations during the Quaternary period governed the demography of species and contributed to population differentiation and ultimately speciation. Studies of these past processes have previously been hindered by a lack of means and genetic data to model changes in effective population size ( N   e  ) through time. However, based on diploid genome sequences of high quality, the recently developed pairwise sequentially Markovian coalescent ( PSMC ) can estimate trajectories of changes in  N   e   over considerable time periods. We applied this approach to resequencing data from nearly 200 genomes of four species and several populations of the  Ficedula  species complex of black‐and‐white flycatchers.  N   e   curves of Atlas, collared, pied and semicollared flycatcher converged 1–2 million years ago (Ma) at an  N   e   of ≈ 200 000, likely reflecting the time when all four species last shared a common ancestor. Subsequent separate  N   e   trajectories are consistent with lineage splitting and speciation. All species showed evidence of population growth up until 100–200 thousand years ago (kya), followed by decline and then start of a new phase of population expansion. However, timing and amplitude of changes in  N   e   differed among species, and for pied flycatcher, the temporal dynamics of  N   e   differed between Spanish birds and central/northern European populations. This cautions against extrapolation of demographic inference between lineages and calls for adequate sampling to provide representative pictures of the coalescence process in different species or populations. We also empirically evaluate criteria for proper inference of demographic histories using  PSMC  and arrive at recommendations of using sequencing data with a mean genome coverage of ≥18X, a per‐site filter of ≥10 reads and no more than 25% of missing data.

PSMC analysis of effective population sizes in molecular ecology and its application to black‐and‐white Ficedula flycatchers