Macrolophus pygmaeus (Rambur) (Hemiptera: Miridae) is widely distributed throughout the Palaearctic region. The aim was to explain the current geographic distribution of the species by investigating its genetic population structure. Samples of M. pygmaeus were collected in 15 localities through its range of distribution. A sample from a commercial producer was also analyzed. A total of 367 M. pygmaeus were genotyped for nine microsatellite loci. Isolation by distance was tested by Mantel's test. The molecular structure of M. pygmaeus populations was inferred by UPGMA, AMOVA, Principal component and Bayesian analyses. The average number of alleles per locus per population was 5.5 (range: 3.1–7.8). Istanbul (Turkey) and Nimes (France) had the lowest (0.291) and the highest (0.626) expected heterozygosity (He), respectively. There was an increase in He from the Canary Islands to Nimes, and a progressive decrease thereafter. A significant negative correlation was found between allelic richness and He, and the distance of each population to the easternmost locality (Canary Islands). Significant linkage disequilibrium was observed in the populations from Turkey. FST (0.004–0.334) indicated a high population differentiation, with isolation by distance supported by a high correlation. Bayesian analyses, PCA, and UPGMA pointed to three main clusters: (1) Greece and Turkey, (2) Italy and France, and (3) southern Iberia and the Canary Islands. The recent evolutionary history of M. pygmaeus is inferred from the data as follows: (1) the reduction in the geographic distribution of the species to the Iberian, Italian, and Balkan peninsulas, and possibly southern France, during glaciations and re-colonization of northern Europe from its southern refuges; (2) the maintenance of high diversity in Iberia and Italy (and possibly southern France) during contraction periods, and bottlenecks in the Balkans; (3) introgression of the Italian–French lineage in northern Spain, naturally or through trade.