Sex-bias in natal dispersal patterns can have important genetic and evolutionary consequences; however, reliable information about sex-biased dispersal can be difficult to obtain with observational methods. We analysed the sex-specific patterns of genetic differentiation among three Siberian jay (Perisoreus infaustus) populations, using 11 autosomal and six Z-chromosomal microsatellite markers. Irrespective of marker-type and indices used (viz. FST, average pairwise relatedness and effective number of immigrants), all analyses provided strong evidence for male-biased dispersal. Population structuring at autosomal loci (FST = 0.046, P < 0.05) exceeded that at Z-chromosomal loci (FST = 0.033, P < 0.05), and levels of introgression were inferred to be significantly higher for Z-chromosomal when compared to autosomal loci. Of the three populations studied, levels of genetic variability were the lowest in the southernmost fringe population, despite the fact that it harboured a group of divergent Z-chromosomal haplotypes that were not found in the other two populations. In general, the results provide strong genetic evidence for male-biased dispersal in Siberian jays, where observational data have previously suggested male philopatry. The results also highlight the utility of Z-chromosomal markers for gaining insights into the genetic diversity and structuring of populations.