Markhors (Capra falconeri) are among the most endangered mammal species, and several conservation measures, including ex situ breeding, are implemented to prevent their extinction. We studied sequence diversity and differentiation of the first hypervariable segment of the mitochondrial DNA control region among C. f. heptneri and C. f. megaceros kept in four zoos in relationship to lineages of other wild and domestic goats, to assess for the first time the level of molecular distinctness and variability among those subspecies, and to check for possible introgression by related Capra taxa, such as domestic goats. Levels of differentiation between some Capra falconeri lineages and modern domestic goats were similar to levels between other wild goat species (i.e., Capra aegagrus, Capra ibex) and domestic goats. Among pure markhor lineages, paraphyly was observed for C. f. heptneri, suggesting occurrence of shared ancestral polymorphism among markhor subspecies and/or ancient or recent gene exchange between subspecies. Interestingly, 35.7% of all studied markhors from three zoos are introgressed by the domestic goat. Furthermore, despite relatively small breeding group sizes, markhors have maintained a relatively high proportion of mtDNA variation within zoo groups. In any case, the existence of markhors introgressed with domestic goat DNA in zoos should be considered when selecting markhors for ex situ breeding programs with the aim of building up a stock for later reintroduction into the wild.