The phylogeography of cattle genetic variants has been extensively described and has informed the history of domestication. However, there remains a dearth of demographic models inferred from such data. Here, we describe sequence diversity at 37 000 bp sampled from 17 genes in cattle from Africa, Europe and India. Clearly distinct population histories are suggested between Bos indicus and Bos taurus, with the former displaying higher diversity statistics. We compare the unfolded site frequency spectra in each to those simulated using a diffusion approximation method and build a best-fitting model of past demography. This implies an earlier, possibly glaciation-induced population bottleneck in B. taurus ancestry with a later, possibly domestication-associated demographic constriction in B. indicus. Strikingly, the modelled indicine history also requires a majority secondary admixture from the South Asian aurochs, indicating a complex, more diffuse domestication process. This perhaps involved multiple domestications and/or introgression from wild oxen to domestic herds; the latter is plausible from archaeological evidence of contemporaneous wild and domestic remains across different regions of South Asia.