Despite being costly, sexual reproduction is predominant among eukaryotes. One of the main advantages that have been traditionally attributed to sex is the increase of genetic variation in populations. However, not always sex increases genetic diversity in populations and populations of asexual individuals might be as much as diverse as sexual ones. Thus, it is not clear how does genetic variation differ between natural populations of individuals with sexual or asexual reproductive modes. Aptinothrips rufus (O. Thysanoptera) is an insect species where sexual and asexual populations coexist. While asexual populations occur over a vast geographical area, sexual populations are confined to the Mediterranean region. Here we use mitochondrial and nuclear markers (including sequence markers and microsatellites) to characterize genetic diversity in sexual and asexual populations of A. rufus; and we investigate the mechanisms that might have generated the observed diversity patterns. We found that asexual of Aptinothrips rufus harbour an exceptionally high level of mitochondrial diversity in relation to their sexual relatives, but also in comparison to population diversities reported in other asexual species. In some asexual populations, there is a mix of clones from different phylogenetic origins, whereas in others, there is mix of clones from one very diversified asexual clade. Little differentiation among very distant asexual populations suggests migration of asexuals over large geographical distances. By contrast, geographically close sexual populations are strongly isolated. We suggest that high migration ability of A. rufus asexuals has allowed them to have a demographic expansion during an inter-glacial period of the late Pleistocene, and to colonize localities across the Holarctic region.