The English grain aphid, Sitobion avenae (Fabricius), is a cosmopolitan insect pest on cereals. Many studies on life-history traits indicate that S. avenae clones from different areas have diverged on various host plants. However, direct genetic evidence for this phenomenon is rare. Thus, S. avenae clones were collected from barley (Hordeum vulgare L.) and wheat (Triticum aestivum L.) in four provinces (i.e., Hubei, Henan, Jiangsu, and Zhejiang) of China, and characterized using six microsatellite markers. In total, 92 multilocus genotypes were found from 302 individuals of S. avenae. Population Jiangsu was found to have relatively high levels of genotypic diversity among the four geographical populations. Substantial long-distance migration of S. avenae was found from Zhejiang to the other three provinces. Thus, relatively low genetic differentiation was found between these geographic populations. Barley clones of S. avenae showed higher gene diversity compared with wheat clones. The gene flow from barley to wheat clones appeared to be more likely than that in the reverse direction. Diversity indices and structure for S. avenae clones suggested highest level of genetic divergence between barley and wheat clones in Jiangsu among all sampling locations. Besides Jiangsu, pairwise F_ST values indicated moderate levels of genetic divergence between barley and wheat clones in Zhejiang. Thus, compared with geographical factors, plant factors could be relatively more important in promoting genetic differentiation in S. avenae. Our results provide insights into genetic differentiation of S. avenae on different plants, as well as a basis for exploring the molecular mechanism for its differentiation on plants and biotype development.