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Background  Quaternary climate fluctuations have been acknowledged as major drivers of the geographical distribution of the extraordinary biodiversity observed in tropical biomes, including Madagascar. The main existing framework for Pleistocene Malagasy diversification assumes that forest cover was strongly shaped by warmer Interglacials (leading to forest expansion) and by cooler and arid glacials (leading to forest contraction), but predictions derived from this scenario for forest-dwelling animals have rarely been tested with genomic datasets.    Results  We generated genomic data and applied three complementary demographic approaches ( Stairway Plot ,  PSMC  and  IICR -simulations) to infer population size and connectivity changes for two forest-dependent primate species ( Microcebus murinus  and  M. ravelobensis ) in northwestern Madagascar. The analyses suggested major demographic changes in both species that could be interpreted in two ways, depending on underlying model assumptions (i.e., panmixia or population structure). Under panmixia, the two species exhibited larger population sizes across the Last Glacial Maximum (LGM) and towards the African Humid Period (AHP). This peak was followed by a population decline in  M. ravelobensis  until the present, while  M. murinus  may have experienced a second population expansion that was followed by a sharp decline starting 3000 years ago. In contrast, simulations under population structure suggested decreasing population connectivity between the Last Interglacial and the LGM for both species, but increased connectivity during the AHP exclusively for  M. murinus .    Conclusion  Our study shows that closely related species may differ in their responses to climatic events. Assuming that Pleistocene climatic conditions in the lowlands were similar to those in the Malagasy highlands, some demographic dynamics would be better explained by changes in population connectivity than in population size. However, changes in connectivity alone cannot be easily reconciled with a founder effect that was shown for  M. murinus  during its colonization of the northwestern Madagascar in the late Pleistocene. To decide between the two alternative models, more knowledge about historic forest dynamics in lowland habitats is necessary. Altogether, our study stresses that demographic inferences strongly depend on the underlying model assumptions. Final conclusions should therefore be based on a comparative evaluation of multiple approaches.    Supplementary Information  The online version contains supplementary material available at 10.1186/s12862-021-01929-z.

Impact of model assumptions on demographic inferences: the case study of two sympatric mouse lemurs in northwestern Madagascar