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Simple Summary: Global warming at the border of Late Pleistocene-Holocene, around ten thousand years ago caused a dramatic rearrangement of habitats in the Northern Hemisphere. Populations of cold-adapted megafauna species, which were spread over large areas of Eurasia, did not survive it. At the same time, small representatives of this mammoth fauna complex survived, including lemmings and arctic fox, but greatly reduced their distribution northward. However, it is uncertain whether species survived by habitat tracking the elusive tundra, or if they came from other places where they survived warming, and local populations died out without leaving descendants. To answer this, we studied ancient DNA from new fossil remains of arctic foxes from caves in the northern and polar Urals. The data received do not show any connectivity between ancient and modern individuals, supporting the hypothesis of local extinction of arctic fox in the region rather than the tracking habitat hypothesis. These findings are important in light of global climate warming expectations. It is predicted that the most severe effects are expected to occur in high-latitude biomes and the results obtained must be kept in mind when planning conservation policy measures. Despite the high level of interest, the population history of arctic foxes during the Late Pleistocene and Holocene remains poorly understood. Here we aimed to fill gaps in the demographic and colonization history of the arctic fox by analyzing new ancient DNA data from fossil specimens aged from 50 to 1 thousand years from the Northern and Polar Urals, historic DNA from museum specimens from the Novaya Zemlya Archipelago and the Taymyr Peninsula and supplementing these data by previously published sequences of recent and extinct arctic foxes from other regions. This dataset was used for reconstruction of a time-calibrated phylogeny and a temporal haplotype network covering four time intervals: Late Pleistocene (ranging from 30 to 13 thousand years bp), Holocene (ranging from 4 to 1 thousand years bp), historical (approximately 150 years), and modern. Our results revealed that Late Pleistocene specimens showed no genetic similarity to either modern or historical specimens, thus supporting the earlier hypothesis on local extinction rather than habitat tracking. [ABSTRACT FROM AUTHOR]