The Natal multimammate mouse (Mastomys natalensis) is the most widespread rodent species in sub-Saharan Africa, often studied as an agricultural pest and reservoir of viruses. Its mitochondrial (Mt) phylogeny revealed six major lineages parapatrically distributed across open habitats of sub-Saharan Africa. In this study we used 1949 sequences of the mitochondrial cytochrome b gene to elaborate on distribution and evolutionary history of three Mt lineages inhabiting the open habitats of the Zambezian region (corresponding roughly to the African savannas south of the Equator). We describe in more detail contact zones between the lineages—their location and extent of co-occurrence within localities—and infer past population trends. The estimates are interpreted in the light of climatic niche models. The lineages underwent reduction in effective population size during the last glacial, but they spread widely after that: two of them after the last glacial maximum and the last one in mid-Holocene. The centers of expansion, i.e., possible long-term savanna refugia, were estimated to lie close to the Eastern Arc Mountains and lakes of the Great African Rift, geomorphological structures likely to have had long-term influence on geographical distribution of the lineages. Environmental niche modeling shows climate could also affect the broad scale distribution of the lineages but is unlikely to explain the narrow width of the contact zones. The intraspecific Mt differentiation of M. natalensis echoes phylogeographic patterns observed in multiple co-distributed mammal species, which suggests the mammal communities in the region are shaped by the same long-term processes.