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The Danakil Depression in northeastern Africa represents one of the harshest arid environments on Earth, yet two genera of fishes, Danakilia (Cichlidae) and Aphanius (Cyprinodontidae), share its sparse aquatic habitats. The evolutionary history of these fishes is investigated here in the context of genetic, geological and paleoenvironmental information. We collected samples from seven sites and assessed phylogeographic relationships using concatenated COI and cytb mtDNA genes. Danakilia morphospecies show low differentiation at mitochondrial markers, but variation is partitioned between a northern cluster containing D. dinicolai plus three undescribed riverine populations, and a southern duster including two creek populations of D. franchettii separated by the hypersaline waters of Lake Afrera. Aphanius displayed four genetically distinct clades (A. stiassnyae in Lake Afrera; one distributed across the entire area; one in Lake Abaeded; and one in the Shukoray River), but without clear large-scale geographic structure. However, Danakil Aphanius are clearly differentiated from A. dispar sensu stricto from the Sinai Peninsula. Geological evidence suggests that after the Late Pleistocene closure of the Danakil-Red Sea connection, increased post-glacial groundwater availability caused the formation of a brackish paleolake flooding the entire region below the -50 m contour. Fish populations previously isolated in coastal oases during glaciation were able to mix in the paleo-lake. Subsequently, in a more arid phase starting similar to 7300BP, paleo-lake regression isolated fishes in separate drainages, triggering their still ongoing diversification.