Dispersal affects the distribution, dynamics and genetic structure of natural populations, and can be significantly different between sexes. However, literature records dealing with the dispersal of migratory birds are scarce, as migratory behaviour can notably complicate the study of dispersal. We used the barn swallow Hirundo rustica as model taxon to investigate patterns of genetic variability in males and in females of a migratory species showing sex-biased dispersal. We collected blood samples (n = 186) over the period 2006 to 2011 from adults (H. r. rustica subspecies) nesting in the same breeding site at either high (Ireland, Germany and Russia) or low (Spain, Italy and Cyprus) latitude across Europe. We amplified the Chromo Helicase DNA gene in all birds in order to warrant a sex-balanced sample size (92 males, 94 females). We investigated both uniparental (mitochondrial ND2 gene) and biparental (microsatellite DNA: 10 loci) genetic systems. The mtDNA provided evidence for demographic expansion yet no significant partition of the genetic variability was disclosed. Nevertheless, a comparatively distant Russian population investigated in another study, whose sequences were included in the present dataset, significantly diverged from all other ones. Different to previous studies, microsatellites highlighted remarkable genetic structure among the studied populations, and pointed to the occurrence of differences between male and female barn swallows. We produced evidence for non-random patterns of gene flow among barn swallow populations probably mediated by female natal dispersal, and we found significant variability in the philopatry of males of different populations. Our data emphasize the importance of taking into account the sex of sampled individuals in order to obtain reliable inferences on species characterized by different patterns of dispersal between males and females.