Each extinction was followed by a re-colonisation of genetically different lemmings, according to the study.
It investigated how Europe's small mammals fared during the era when large numbers of megafauna became extinct.
Previously, experts believed that small mammals were largely unaffected during the Late Pleistocene.
But when the international research team analysed ancient DNA sequences from fossilised remains of collared lemmings (Dicrostonyx torquarus) from cave sites in Belgium, they were surprised by the results.
"What we'd expected is that there'd be pretty much just a single population that was there all the way through," said research team member Dr Ian Barnes from the school of biological sciences at Royal Holloway University in Surrey.
Instead the tests revealed that genetically distinct populations of lemmings were "present at different points in time" during the Late Pleistocene, 11,700 to around 126,000 years ago, meaning that the lemming population had been wiped out multiple times and then re-colonised some time after, possibly from populations in eastern Europe or Russia.
The study, published in the journal Proceedings of the Natural Academy of Sciences, found that these "regional extinctions" occurred during periods of rapid warming within the last Ice Age. Scientists suggest such climate fluctuations may have left lemmings unable to adapt to the changes in the vegetation they relied on as a food source.
Although Belgium's lemmings were able to re-colonise after each regional extinction, the population lost much of its genetic diversity during this pattern of events.
"There's an amazing genetic diversity just at this one site in Belgium, compared to the tiny amount of diversity that we see in the modern-day lemmings," said Dr Barnes.
By the end of the Late Pleistocene, western Europe's lemmings had retreated to the Arctic Ocean coast across Siberia where modern collared lemmings are still found.
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