Understanding spatial connections between breeding and wintering populations is critical for developing sound conservation plans in migratory animals. However, for long-distance migratory songbird species wintering in sub-Saharan Africa, many of which are in a state of population decline, information on migratory connectivity is especially lacking. We used mitochondrial DNA data from wintering populations of the Great Reed Warbler (Acrocephalus arundinaceus) in western (Nigeria), southern (Botswana and Zambia) and eastern (Kenya) Africa, as well as from several Eurasian breeding populations, to compare genetic differentiation and haplotype sharing between non-breeding and breeding populations. We found that the population in Nigeria had the best genetic match to breeding populations in West and Central Europe. In contrast, Botswana matched with West, Central and East Europe, and Zambia with Central and East Europe and the Middle East. Finally, Kenya showed the most distinct connectivity pattern of the four analysed populations and matched with East Europe and, in particular, to the Middle East. Our results indicate clear but weak migratory connectivity in Great Reed Warblers, a pattern that should be considered in conservation strategies of Palearctic—African migratory passerines.