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Abstract The discipline of phylogeography has evolved rapidly in terms of the analytical toolkit used to analyse large genomic data sets. Despite substantial advances, analytical tools that could potentially address the challenges posed by increased model complexity have not been fully explored. For example, deep learning techniques are underutilized for phylogeographic model selection. In non‐model organisms, the lack of information about their ecology and evolution can lead to uncertainty about which demographic models are appropriate. Here, we assess the utility of convolutional neural networks (CNNs) for assessing demographic models in South American lizards in the genusNorops. Three demographic scenarios (constant, expansion, and bottleneck) were considered for each of four inferred population‐level lineages, and we found that the overall model accuracy was higher than 98% for all lineages. We then evaluated a set of 26 models that accounted for evolutionary relationships, gene flow, and changes in effective population size among the four lineages, identifying a single model with an estimated overall accuracy of 87% when using CNNs. The inferred demography of the lizard system suggests that gene flow between non‐sister populations and changes in effective population sizes through time, probably in response to Pleistocene climatic oscillations, have shaped genetic diversity in this system. Approximate Bayesian computation (ABC) was applied to provide a comparison to the performance of CNNs. ABC was unable to identify a single model among the larger set of 26 models in the subsequent analysis. Our results demonstrate that CNNs can be easily and usefully incorporated into the phylogeographer's toolkit.