Levels of biodiversity in the Neotropics are largely underestimated despite centuries of research interest in this region. This is particularly true for the Cerrado, the largest Neotropical savanna and a formally recognized biodiversity hotspot. Molecular species delimitation methods have become essential tools to uncover cryptic species and can be notably robust when coupled with morphological information. We present the first evaluation of the monophyly and cryptic speciation of a widespread Cerrado endemic lizard, Gymnodactylus amarali, using phylogenetic and species-trees methods, as well as a coalescent-based Bayesian species delimitation method. We tested whether lineages resulting from the analyses of molecular data are morphologically diagnosed by traditional meristic scale characters. We recovered eight deeply divergent molecular clades within G. amarali, and two additional ones from seasonally dry tropical forest enclaves between the Cerrado and the Caatinga biomes. Analysis of morphological data statistically corroborated the molecular delimitation for all groups, in a pioneering example of the use of support vector machines to investigate morphological differences in animals. The eight G. amarali clades appear monophyletic and endemic to the Cerrado. They display several different properties used by biologists to delineate species and are therefore considered here as candidates for formal taxonomic description. We also present a preliminary account of the biogeographic history of these lineages in the Cerrado, evidence for speciation of sister lineages in the Cerrado-Caatinga contact, and highlight the need for further morphological and genetic studies to assess cryptic diversity in this biodiversity hotspot.