Despite more than 50 years of research on the genetic basis of speciation, we still know very little about the early stages of this process. A general rule of speciation is the Haldane’s Rule, which states that postzygotic isolation is expressed earlier in the heterogametic sex: sterility and inviability in hybrids is much more likely to occur in the heterogametic sex. However, it is still unknown how long hybrid sterility takes to be established in the heterogametic sex, since most studies have focused on highly divergent species that no longer hybridize in nature. The meadow grasshopper (Chorthippus parallelus) is a suitable system to shed light on this matter because hybrid male sterility exists between subspecies that show low divergence and are still able to hybridize readily in nature. C. p. parallelus is distributed throughout Northern, Central and Eastern Europe while C. p. erythropus is restricted to the Iberian Peninsula. Both subspecies meet in the Pyrenees, where they form a narrow hybrid zone. Yet, it is unknown 1) how long ago have these subspecies diverged and 2) how have they expanded to form the hybrid zone where these incompatibilities take place. Here, we applied phylogenomic methods to estimate the time of divergence of the subspecies and to study its phylogeographic history. Using the mitogenome and known mitochondrial rates of evolution, we dated the diversification of the subspecies ≈100,000 years ago and found six ancient mitochondrial haplotypes. Implementing coalescent theory to estimate a nuclear species tree, we found evidence of sub-refugia within two or three main refugia and that the hybrid zone originated from a recent post-glacial expansion from one sub-refugia. Haldane’s rule evolved rapidly in C. parallelus, within ≈100,000 years, with demographic processes, such as population expansion. Founder effect reduced genetic diversity in C. parallelus parallelus, with the possibility of fixing incompatible alleles with C. parallelus erythropus resulting in hybrid male sterility.