Small pelagic fishes have the ability to disperse over long distances and may present complex evolutionary histories. Here, Old World Anchovies (OWA) were used as a model system to understand genetic patterns and connectivity of fish between the Atlantic and Pacific basins. We surveyed 16 locations worldwide using mtDNA and 8 microsatellite loci for genetic parameters, and mtDNA (cyt b; 16S) and nuclear (RAG1; RAG2) regions for dating major lineage-splitting events within Engraulidae family. The OWA genetic divergences (0-0.4%) are compatible with intra-specific divergence, showing evidence of both ancient and contemporary admixture between the Pacific and Atlantic populations, enhanced by high asymmetrical migration from the Pacific to the Atlantic. The estimated divergence between Atlantic and Pacific anchovies (0.67 [0.53-0.80] Ma) matches a severe drop of sea temperature during the Günz glacial stage of the Pleistocene. Our results support an alternative evolutionary scenario for the OWA, suggesting a coastal migration along south Asia, Middle East and eastern Africa continental platforms, followed by the colonization of the Atlantic via the Cape of the Good Hope.