Pikas are widely distributed in the Northern Hemisphere and are highly adapted to cold and alpine environments. They are one of the most complex and problematic groups in mammalian systematics, and the origin and evolutionary history of extant pikas remain controversial. In this study, we sequenced the whole coding sequences of 105 pika samples (29 named species and 1 putative new species) and obtained DNA data for more than 10,000 genes. Our phylogenomic analyses recognized four subgenera of extant pikas: Alienauroa, Conothoa, Ochotona, and Pika. The interrelationships between the four subgenera were strongly resolved as (Conothoa, (Alienauroa, (Ochotona, Pika))), with the mountain group Conothoa being the sister group of all other pikas. Our divergence time and phylogeographic analyses indicated that the last common ancestor of extant pikas first occurred on in the middle Miocene, 14 Ma. The emergence of opportunities related to the climate, food supply, and spreading paths in concert promoted the dispersal of pikas from the Qinghai-Tibetan Plateau (QTP) to other parts of Eurasia and North America. We found that the genes that were positively selected in the early evolution of pikas were most concentrated in functional categories related to cold tolerance. These results suggest that the QTP may have served as a training ground for cold tolerance in early pikas, which gives pikas a great advantage when the climate continued to cool after the middle Miocene. Our study highlights the importance of the QTP as a center of origin for many cold-adapted animals.