Inferring the history of isolation and gene flow during species differentiation can inform us on the processes underlying their formation. Following their recent expansion in Europe, two subspecies of the house mouse (Mus musculus domesticus and Mus musculus musculus) have formed a hybrid zone maintained by hybrid incompatibilities and possibly behavioural reinforcement, offering a good model of incipient speciation. We reconstruct the history of their divergence using an approximate Bayesian computation framework and sequence variation at 57 autosomal loci. We find support for a long isolation period preceding the advent of gene flow around 200 000 generations ago, much before the formation of the European hybrid zone a few thousand years ago. The duration of the allopatric episode appears long enough (74% of divergence time) to explain the accumulation of many post-zygotic incompatibilities expressed in the present hybrid zone. The ancient contact inferred could have played a role in mating behaviour divergence and laid the ground for further reinforcement. We suggest that both subspecies originally colonized the Middle East from the northern Indian subcontinent, domesticus settling on the shores of the Persian Gulf and musculus on those of the Caspian Sea. Range expansions during interglacials would have induced secondary contacts, presumably in Iran, where they must have also interacted with Mus musculus castaneus. Future studies should incorporate this possibility, and we point to Iran and its surroundings as a hot spot for house mouse diversity and speciation studies.