It is common practice to use microsatellites to detect parents and their offspring in wild and captive populations, in order to reconstruct a pedigree. However, correct inference is often constrained by a number of factors, including the absence of demographic data and ignorance regarding the completeness of parental sampling. Here we present a new Bayesian estimator that simultaneously estimates the pedigree and the size of the unsampled population. The method is robust to genotyping error, and can estimate pedigrees in the absence of demographic data. Using a large-scale microsatellite assay in four wild cichlid fish populations of Lake Tanganyika (1000 individuals in total), we assess the performance of the Bayesian estimator against the most popular assignment program, Cervus. We found small but significant pedigrees in each of the tested populations using the Bayesian procedure, but Cervus had very high type I error rates when the size of the unsampled population was assumed to be lower than what it was. The need of pedigree relationships to infer adaptive processes in natural populations places strong constraints on sampling design and identification of multigenerational pedigrees in natural populations.