Species distributions have been profoundly affected by past climate change, and are expected to change considerably in response to future environmental change. To better apprehend how future climate change is likely to affect genetic diversity in marine populations, it is essential to first evaluate the processes that have shaped the current distribution of genetic diversity in the sea. The honeycomb worm is a reef-building polychaete that hosts high biodiversity. Here we show that the genetic diversity in populations of S. alveolata is highest towards the edges of the current species range and lowest at its center. Pleistocene glacial cycles likely led to extirpations of S. alveolata from central populations in the Bay of Biscay, with coalescent-based estimates of post-glacial colonization dating to the beginning of the Holocene interglacial, from 10,000 to 14,000 years ago. Meanwhile, populations in the Irish Sea and English Channel likely persisted in glacial refugia since the Eemian interglacial, 120,000 years ago. Northern populations host at least two sets of divergent haplotypes, indicating that two refugia possibly existed in the north, with Ireland being a likely second refugium. Within biogeographic regions, populations were overall well-connected, but strong genetic differentiation suggests that little exchange occurs between regions. These two unexpected reservoirs of genetic diversity at the range edges deserve greater attention as warming temperatures threaten trailing edge populations, while greater climatic variability threatens leading edge populations.