Multilocus genealogical approaches are still uncommon in phylogeography and historical demography, fields which have been dominated by microsatellite markers and mitochondrial DNA, particularly for vertebrates. Using 30 newly developed anonymous nuclear loci, we estimated population divergence times and ancestral population sizes of three closely related species of Australian grass finches (Poephila) distributed across two barriers in northern Australia. We verified that substitution rates were generally constant both among lineages and among loci, and that intralocus recombination was uncommon in our dataset, thereby satisfying two assumptions of our multilocus analysis. The reconstructed gene trees exhibited all three possible tree topologies and displayed considerable variation in coalescent times, yet this information provided the raw data for maximum likelihood and Bayesian estimation of population divergence times and ancestral population sizes. Estimates of these parameters were in close agreement with each other regardless of statistical approach and our Bayesian estimates were robust to prior assumptions. Our results suggest that black-throated finches (Poephila cincta) diverged from long-tailed finches (P. acuticauda and P. hecki) across the Carpentarian Barrier in northeastern Australia around 0.6 million years ago (mya), and that P. acuticauda diverged from P. hecki across the Kimberley Plateau–Arnhem Land Barrier in northwestern Australia approximately 0.3 mya. Bayesian 95% credibility intervals around these estimates strongly support Pleistocene timing for both speciation events, despite the fact that many gene divergences across the Carpentarian region clearly predated the Pleistocene. Estimates of ancestral effective population sizes for the basal ancestor and long-tailed finch ancestor were large (about 521,000 and about 384,000, respectively). Although the errors around the population size parameter estimates are considerable, they are the first for birds taking into account multiple sources of variance.