Abstract The thornback ray (Raja clavata) is the most important chondrichthyan in terms of landings in the Mediterranean Sea. Intense harvesting may induce negative genetic effects reducing the resilience of overfished species. For this reason, genetic diversity information should be considered in fisheries management and conservation policies. Microsatellite markers were used to unravel the genetic features (variability, connectivity, sex‐biased dispersal) of R. clavata populations, both at the small (around the coast of Sardinia, western Mediterranean Sea) and larger spatial scales (at the pan‐Mediterranean level, and between the Atlantic Ocean and the Mediterranean Sea). Individual clustering, multivariate and variance analyses rejected the hypothesis of genetic homogeneity, with significant genetic differences between Mediterranean and Atlantic rays, as well as within the Mediterranean Sea between its western and eastern basins. The data indicated that both the Strait of Gibraltar and the Sicilian Channel seem to be effective in limiting the dispersal of thornback ray individuals, but a further structuring was identified, with the significant genetic differentiation of the populations located in the Algero‐Provençal and Tyrrhenian basins. Such a fine‐scale arrangement suggests the occurrence of additional barriers to species dispersal. A lack of significant genetic differentiation, stable over the years, was measured at a local scale among R. clavata Sardinian samples. Several possible mechanisms, both biological and abiotic (e.g. migratory behaviour, waterfronts and oceanographic discontinuities), are discussed. Overall, the genetic data presented, both at the local and regional level, could represent the baseline information for the temporal monitoring of populations and assessing the effects of present or future fisheries‐related management actions. The data obtained are information of paramount importance for minimizing the gaps in our current knowledge of the genetic diversity of thornback rays and maximizing the information needed for the correct protection of R. clavata populations.