Aim We compared the power of different nuclear markers to investigate genetic structure of southern Balkan wild boar. We distinguished between historic events, such as isolation in different refugia during glacial periods, from recent demographic processes, such as naturally occurring expansions. Location Southern Balkans/Greece. Methods We sampled 555 wild boars from 20 different locations in southern Balkans/Greece. All individuals were analysed with 10 microsatellites and a subgroup of 91 with 49,508 single nucleotide polymorphisms (SNPs). Patterns of genetic structure and demographic processes were assessed with Bayesian clustering, linkage disequilibrium and past effective population size estimation analysis. Results Both microsatellite and SNP data analyses detected genetic structure caused by historic events and support the existence of three groups in the studied area. A hybrid zone between two of the groups was also detected. We also showed that genome-wide SNP data analysis can identify recent events in bottlenecked populations. Main conclusions We inferred the three groups diverged ~50,000–10,000 yr bp when populations contracted to different refugia. Our findings strengthened the evidence that the southern Balkan area was a glacial refugium including further local smaller refugia. Genome-wide genotyping inferred a recent population expansion that can mimic a ‘refugium within refugium’ scenario. It seems that microsatellite data tend to overestimate genetic structure when genetic drift happens in bottlenecked populations over a short distance. Therefore, genome-wide SNPs are more powerful at inferring phylogeography in natural populations, resolving inconsistencies from mitochondrial and microsatellite data sets.