The Caspian barbastelle, Barbastella caspica, has spread widely in the Caspian region, Iran, and Central Asia; however, there is no evidence of its occurrence in China so far. During a field investigation, we collected a single specimen of B. caspica in China’s Xinjiang Uyghur Autonomous Region. At the same time, we obtained the free-flight echolocation calls of the bat. It omitted signals with start frequency of 33.15 ± 1.43 kHz, end frequency of 29.82 ± 0.40 kHz, frequency of most energy 31.48 ± 0.40 kHz, duration of 2.43 ± 0.24 ms, and a pulse interval of 246.57 ± 9.48 ms, which are probably type-I sounds emitted through the mouth. We also sequenced its entire mitochondrial genome to elucidate the genomic structure and its evolutionary relationships with closely related Barbastella. The mitochondrial genome of B. caspica spans 16,933 bp, comprising 13 protein-encoding genes, 22 transfer RNA genes, two ribosomal RNA genes, and a displacement loop/control region. Consistent with previous bat mitogenome reports, the majority of mitochondrial genes are encoded on the heavy chain. A phylogenetic analysis based on 13 protein-coding genes revealed that Rhogeessa, Plecotus, and B. caspica formed a clade within Vespertilionidae. Barbastella caspica was found to be a sister species to B. beijingensis and B. leucomelas in phylogenetic trees using the cytochrome b and ND1 gene sequences. This is the first report of the mitogenome of a member of the genus Barbastella, as well as the first record of the distribution of B. caspica in China and first documentation of its echolocation calls.