In spite of the common belief of Europe as reasonably homogeneous at genetic level, advances in high-throughput genotyping technology have resolved several gradients which define different geographical areas with good precision. When Northern and Southern European groups were considered separately, there were clear genetic distinctions. Intra-country genetic differences were also evident, especially in Finland and, to a lesser extent, within other European populations. Here, we present the first analysis using the 125,799 genome-wide Single Nucleotide Polymorphisms (SNPs) data of 1,014 Italians with wide geographical coverage. We showed by using Principal Component analysis and model-based individual ancestry analysis, that the current population of Sardinia can be clearly differentiated genetically from mainland Italy and Sicily, and that a certain degree of genetic differentiation is detectable within the current Italian peninsula population. Pair-wise F(ST) statistics Northern and Southern Italy amounts approximately to 0.001 between, and around 0.002 between Northern Italy and Utah residents with Northern and Western European ancestry (CEU). The Italian population also revealed a fine genetic substructure underscoring by the genomic inflation (Sardinia vs. Northern Italy = 3.040 and Northern Italy vs. CEU = 1.427), warning against confounding effects of hidden relatedness and population substructure in association studies.