Pearl millet (Pennisetum glaucum) is a staple crop in Sahelian Africa. Farmers usually grow varieties with different cycle lengths and complementary functions in Sahelian agrosystems. Both the level of genetic differentiation of these varieties and the domestication history of pearl millet have been poorly studied. We investigated the neutral genetic diversity and population genetic structure of early- and late-flowering domesticated and wild pearl millet populations using 18 microsatellite loci and 8 nucleotide sequences. Strikingly, early- and late-flowering domesticated varieties were not differentiated over their whole distribution area, despite a clear difference in their isolation-by-distance pattern. Conversely, our data brought evidence for two well-differentiated genetic pools in wild pearl millet, allowing us to test scenarios with different numbers and origins of domestication using approximate Bayesian computation (ABC). The ABC analysis showed the likely existence of asymmetric migration between wild and domesticated populations. The model choice procedure indicated that a single domestication from the eastern wild populations was the more likely scenario to explain the polymorphism patterns observed in cultivated pearl millet.