Madagascar’s biodiversity is notoriously threatened by deforestation and climate change. Many of these organisms are rare, cryptic, and severely threatened, making population-level sampling unrealistic. Such is the case with Madagascar’s dwarf lemurs (genus Cheirogaleus), the only obligate hibernating primate. We here apply comparative genomic approaches to generate the first genome-wide estimates of genetic diversity within dwarf lemurs. We generate a reference genome for the fat-tailed dwarf lemur, Cheirogaleus medius, and use this resource to facilitate analyses of high-coverage (~30×) genome sequences for wild-caught individuals representing species: C. sp. cf. medius, C. major, C. crossleyi, and C. sibreei. This study represents the largest contribution to date of novel genomic resources for Madagascar’s lemurs. We find concordant phylogenetic relationships among the four lineages of Cheirogaleus across most of the genome, and yet detect a number of discordant genomic regions consistent with ancient admixture. We hypothesized that these regions could have resulted from adaptive introgression related to hibernation, indeed finding that genes associated with hibernation are present, though most significantly, that gene ontology categories relating to transcription are over-represented. We estimate levels of heterozygosity and find particularly low levels in an individual sampled from an isolated population of C. medius that we refer to as C. sp. cf. medius. Results are consistent with a recent decline in effective population size, which is evident across species. Our study highlights the power of comparative genomic analysis for identifying species and populations of conservation concern, as well as for illuminating possible mechanisms of adaptive phenotypic evolution.