The blue and red shrimp Aristeus antennatus is a demersal marine species harvested by bottom trawling in the Mediterranean Sea, the adjacent Atlantic Ocean (AO) waters, and the Mozambique Channel in the Indian Ocean (IO). As it is considered to be a priority species for sustainable fishing, identification of its genetic stocks and the connectivity between them is essential. Using 12 microsatellite loci we detected at least four genetic stocks distributed in the Western Mediterranean (WM), Eastern Mediterranean (EM), AO, and IO and signals for a possible fifth stock in the Alborán Sea. We detected no additional population structuring within the WM. Thus, although the Almería-Orán Front exerts some isolating effect, high genetic homogeneity and gene flow are present within the WM Basin. The IO stock is genetically closer to the AO stock than to the others; thus, the species dispersion route is more likely via the Atlantic Ocean than via the Red Sea. Large effective population sizes suggest population sustainability, but moderate genetic diversity values indicate to proceed with caution. Our genetic results serve as a basis for species conservation to ensure long-term sustainability of this marine resource.