A species complex (= species group, species series) is an assemblage of species, which are related morphologically and phylogenetically. Recent research has revealed several arthropod vector species that were believed to be a single nominal species actually representing a group of closely related species, which are sometimes morphologically indistinguishable at one or more developmental stages. In some instances, differences in terms of vector competence, capacity, or both have been recorded. It highlights the importance of detecting and studying species complexes to improve our understanding of pathogen transmission patterns, which may be vectored more or less efficiently by different species within the complex. Considering more than 540 species, about one‐third of the phlebotomine sand flies in the New World present males and/or females morphologically indistinguishable to one or more species. Remarkably, several of these species may act in transmission of pathogenic agents. In this article, we review recent research on species complexes in phlebotomine sand flies from the Americas. Possible practical implications of recently acquired knowledge and future research needs are also discussed. Species complex is a fairly common phenomenon in many groups of arthropod vectors, including mosquitoes, ticks and phlebotomine sand flies. Cryptic species may have significant difference in behaviour, biology and ecology that may impact control measures. Around one‐third of American phlebotomine sand fly species are indistinguishable morphologically, including important vectors of Leishmania spp. Members of species complexes may play different roles in the transmission of pathogens to their hosts.