The mechanisms that determine population structure in highly mobile marine species are poorly understood, but useful towards understanding the evolution of diversity, and essential for effective conservation and management. In this study, we compare putative sperm whale populations located in the Gulf of Mexico, western North Atlantic, Mediterranean Sea and North Sea using mtDNA control region sequence data and 16 polymorphic microsatellite loci. The Gulf of Mexico, western North Atlantic and North Sea populations each possessed similar low levels of haplotype and nucleotide diversity at the mtDNA locus, while the Mediterranean Sea population showed no detectable mtDNA diversity. Mitochondrial DNA results showed significant differentiation between all populations, while microsatellites showed significant differentiation only for comparisons with the Mediterranean Sea, and at a much lower level than seen for mtDNA. Samples from either side of the North Atlantic in coastal waters showed no differentiation for mtDNA, while North Atlantic samples from just outside the Gulf of Mexico (the western North Atlantic sample) were highly differentiated from samples within the Gulf at this locus. Our analyses indicate a previously unknown fidelity of females to coastal basins either side of the North Atlantic, and suggest the movement of males among these populations for breeding.