The pine processionary moth (Thaumetopoea pityocampa) is an important pest of coniferous forests at the southern edge of its range in Maghreb. Based on mitochondrial markers, a strong genetic differentiation was previously found in this species between western (pityocampa clade) and eastern Maghreb populations (ENA clade), with the contact zone between the clades located in Algeria. We focused on the moth range in Algeria, using both mitochondrial (a 648 bp fragment of the tRNA-cox2) and nuclear (11 microsatellite loci) markers. A further analysis using a shorter mtDNA fragment and the same microsatellite loci was carried out on a transect in the contact zone between the mitochondrial clades. Mitochondrial diversity showed a strong geographical structure and a well-defined contact zone between the two clades. In particular, in the pityocampa clade, two inner subclades were found whereas ENA did not show any further structure. Microsatellite analysis outlined a different pattern of differentiation, with two main groups not overlapping with the mitochondrial clades. The inconsistency between mitochondrial and nuclear markers is probably explained by sex-biased dispersal and recent afforestation efforts that have bridged isolated populations.