Genetic diversity of crop species in sub-Sahelian Africa is still poorly documented. Among such crops, pearl millet is one of the most important staple species. In Niger, pearl millet covers more than 65% of the total cultivated area. Analyzing pearl millet genetic diversity, its origin and its dynamics is important for in situ and ex situ germplasm conservation and to increase knowledge useful for breeding programs. We developed new genetic markers and a high-throughput technique for the genetic analysis of pearl millet. Using 25 microsatellite markers, we analyzed genetic diversity in 46 wild and 421 cultivated accessions of pearl millet in Niger. We showed a significantly lower number of alleles and lower gene diversity in cultivated pearl millet accessions than in wild accessions. This result contrasts with a previous study using iso-enzyme markers showing similar genetic diversity between cultivated and wild pearl millet populations. We found a strong differentiation between the cultivated and wild groups in Niger. Analyses of introgressions between cultivated and wild accessions showed modest but statistically supported evidence of introgressions. Wild accessions in the central region of Niger showed introgressions of cultivated alleles. Accessions of cultivated pearl millet showed introgressions of wild alleles in the western, central, and eastern parts of Niger.