The two sibling bat species Myotis myotis and Myotis blythii occur in sympatry over wide areas of Southern and Central Europe. Morphological, ecological and previous genetic evidences supported the view that the two species constitute two well-differentiated groups, but recent phylogenetic analyses have shown that the two species shared some mtDNA haplotypes when they occurred in sympatry. In order to see whether some genetic exchange occurred between the two species, we sequenced a highly variable segment of the mitochondrial control region in both species living in sympatry and in allopatry. We also analysed the nuclear diversity of 160 individuals of both species found in two mixed nursery colonies located north and south of the Alps. MtDNA analysis confirmed that European M. blythii share multiple, identical or very similar haplotypes with M. myotis. Since allopatric Asian M. blythii presents mtDNA sequences that are very divergent from those of the two species found in Europe, we postulate that the mitochondrial genome of the European M. blythii has been replaced by that of M. myotis. The analysis of nuclear diversity shows a strikingly different pattern, as both species are well differentiated within mixed nursery colonies (FST=0.18). However, a Bayesian analysis of admixture reveals that the hybrids can be frequently observed, as about 25% of sampled M. blythii show introgressed genes of M. myotis origin. Contrastingly, less than 4% of the M. myotis analysed were classified as non-parental genotypes, revealing an asymmetry in the pattern of hybridization between the two species. These results show that the two species can interbreed and that the hybridization is still ongoing in the areas of sympatry. The persistence of well-differentiated nuclear gene pools, in spite of an apparent replacement of mitochondrial genome in European M. blythii by that of M. myotis, is best explained by a series of introgression events having occurred repeatedly during the recent colonization of Europe by M. blythii from Asia. The sharp contrast obtained from the analysis of mitochondrial and nuclear markers further points to the need to cautiously interpret results based on a single class of genetic markers.