Diversification between islands and ecological radiation within islands are postulated to have occurred in the Euphorbia species (sect. Aphyllis subsect. Macaronesicae) on the Canary Islands. In this study, the biogeographical pattern of 11 species of subsect. Macaronesicae and the genetic differentiation among five species were investigated to distinguish the potential mode and mechanism of diversification and speciation. The biogeographical patterns and genetic structure were examined using statistical dispersal-vicariance analysis, Bayesian phylogenetic analysis, reduced median-joining haplotype network analysis, and discriminant analysis of principal components. The gene flow between related species was evaluated with an isolation-with-migration model. The ancestral range of the species of subsect. Macaronesicae was inferred to be Tenerife and the Cape Verde Islands, and Tenerife-La Gomera acted as sources of diversity to other islands of the Canary Islands. Inter-island colonization of E. lamarckii among the western islands and a colonization of E. regis-jubae from Gran Canaria to northern Africa were revealed. Both diversification between islands and radiation within islands have been revealed in the Euphorbia species (sect. Aphyllis subsect. Macaronesicae) of the Canary Islands. It was clear that this group began the speciation process in Tenerife-La Gomera, and this process occurred with gene flow between some related species.