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Caribbean avifaunal biogeography has been mainly studied based on mitochondrial DNA. Here, we investigated both past and recent island differentiation and micro-evolutionary changes in the Zenaida Dove (Zenaida aurita) based on combined information from one mitochondrial (Cytochrome c Oxydase subunit I, COI) and 13 microsatellite markers and four morphological characters. This Caribbean endemic and abundant species has a large distribution, and two subspecies are supposed to occur: Z. a. zenaida in the Greater Antilles (GA) and Z. a. aurita in the Lesser Antilles (LA). Doves were sampled on two GA islands (Puerto Rico and the British Virgin Islands) and six LA islands (Saint Barthélemy, Guadeloupe, Les Saintes, Martinique, Saint Lucia and Barbados). Eleven COI haplotypes were observed that could be assembled in two distinct lineages, with six specific to GA, four to LA, the remaining one occurring in all islands. However, the level of divergence between those two lineages was too moderate to fully corroborate the existence of two subspecies. Colonisation of the studied islands appeared to be a recent process. However, both phenotypic and microsatellite data suggest that differentiation is already under way between all of them, partly associated with the existence of limited gene flow. No isolation by distance was observed. Differentiation for morphological traits was more pronounced than for neutral markers. These results suggest that despite recent colonisation, genetic drift and/or restricted gene flow are promoting differentiation for neutral markers. Variation in selective pressures between islands may explain the observed phenotypic differentiation.