Many species of Arabian mammals are considered to be of Afrotropical origin and for most of them the Red Sea has constituted an obstacle for dispersal since the Miocene–Pliocene transition. There are two possible routes, the ‘northern’ and the ‘southern’, for terrestrial mammals (including humans) to move between Africa and Arabia. The ‘northern route’, crossing the Sinai Peninsula, is confirmed for several taxa by an extensive fossil record, especially from northern Egypt and the Levant, whereas the ‘southern route’, across the Bab-el-Mandab Strait, which links the Red Sea with the Gulf of Aden, is more controversial, although post-Pliocene terrestrial crossings of the Red Sea might have been possible during glacial maxima when sea levels were low. Hamadryas baboons (Papio hamadryas) are the only baboon taxon to disperse out of Africa and still inhabit Arabia. In this study, we investigate the origin of Arabian hamadryas baboons using mitochondrial sequence data from 294 samples collected in Arabia and Northeast Africa. Through the analysis of the geographic distribution of genetic diversity, the timing of population expansions, and divergence time estimates combined with palaeoecological data, we test: (i) if Arabian and African hamadryas baboons are genetically distinct; (ii) if Arabian baboons exhibit population substructure; and (iii) when, and via which route, baboons colonized Arabia. Our results suggest that hamadryas baboons colonized Arabia during the Late Pleistocene (130–12 kya [thousands of years ago]) and also moved back to Africa. We reject the hypothesis that hamadryas baboons were introduced to Arabia by humans, because the initial colonization considerably predates the earliest records of human seafaring in this region. Our results strongly suggest that the ‘southern route’ from Africa to Arabia could have been used by hamadryas baboons during the same time period as proposed for modern humans.