Whole genome sequencing and SNP genotyping arrays can paint strikingly different pictures of demographic history and natural selection. This is because genotyping arrays contain biased sets of pre-ascertained SNPs. In this short review, we use comparisons between high-coverage whole genome sequences of African hunter-gatherers and data from genotyping arrays to highlight how SNP ascertainment bias distorts population genetic inferences. Sample sizes and the populations in which SNPs are discovered affect the characteristics of observed variants. We find that SNPs on genotyping arrays tend to be older and present in multiple populations. In addition, genotyping arrays cause allele frequency distributions to be shifted towards intermediate frequency alleles, and estimates of linkage disequilibrium are modified. Since population genetic analyses depend on allele frequencies, it is imperative that researchers are aware of the effects of SNP ascertainment bias. With this in mind, we describe multiple ways to correct for SNP ascertainment bias.