Geological events and historical environmental change can strongly affect the genetic structures and differentiation of fish populations. Although the central region of the Yunnan-Guizhou Plateau contains the highest concentration of rift-subsidence lakes in China, the effects of key geological events on the distributions and genetic structures of the regional fauna remain poorly understood. Fishes of the genus Sinocyclocheilus are endemic to the Yunnan-Guizhou Plateau, where they are found in karst landforms. As a result of environmental pollution and other human activities, Sinocyclocheilus populations have decreased sharply, and the genus is currently listed under Class II of the nationally protected animals classification in China. Examining the phylogeographic patterns of Sinocyclocheilus fishes can be useful for elucidating the spatio-temporal dynamics of their population size, dispersal history and extent of geographical isolation, thereby providing a theoretical basis for their protection. Here, we used Restriction Site Associated DNA Sequencing (RAD-seq) to investigate the evolution of Sinocyclocheilus fishes. Our analysis supports the endemicity of Sinocyclocheilus, and identifies the formation of Dianchi Lake and Fuxian Lake as key geological events shaping Sinocyclocheilus population structure. We estimate that the most recent common ancestor (MRCA) of Sinocyclocheilus fish occurred in the Central Yunnan Basin 3.75~3.11 Ma. It is the first time to prove that the altitude change has a great influence on the genetic variation among the populations of Sinocyclocheilus. We discuss the implications of our results for the protection and management of Sinocyclocheilus grahami and other cave fishes.