The porpoise family (Phocoenidae) has seven species that inhabit mostly temperate waters and display a textbook example of anti-tropical distribution. Their evolutionary history remained poorly known, and some species face major conservation issues (e.g., critically endangered vaquita and Yangzte finless porpoises). Here, we used a comparative genomic approach to reconstruct the evolutionary history of porpoises across the entire speciation continuum, from the intraspecific level to species divergence in relation to past climatic changes. We assembled the mitochondrial genomes and resequenced at low coverage the entire nuclear genome of 63 porpoises. Phylogenetic reconstructions suggest that, like other toothed whales, porpoises radiated during the late Miocene-Pliocene but their current intraspecific subdivisions were shaped by environmental variations during the Quaternary Glaciations. We highlighted a parallel evolution in both hemispheres associated with symmetric adaptations to different environments (coastal versus pelagic) exhibiting convergent patterns of coloration and genetic diversity. This result suggests that the mechanism driving diversification of the well-known species of the Northern Hemisphere may apply also to the poorly-known southern species. In contrast to previous results, our results showed that spectacled and Burmeister’s porpoises share a more recent common ancestor than with the vaquita. The vaquita diverged from southern species during the Pliocene but has low diversity, possibly due to long-term small population size, population bottleneck(s), or small founding population in the Gulf of California. We also observed divergent lineages within Dall’s, spectacled and North Pacific harbor porpoises, suggesting a richer evolutionary history than previously thought. Genetic inferences of demographic trends from mitochondrial and nuclear genomes for each species and sub-species shed light on the dynamics of population size fluctuations and subdivisions. These results provide a new perspective on the divergence, adaptation and speciation processes of the porpoises. We will discuss how this knowledge can provide an evolutionary context for their conservation.