The population structure of the highly mobile marine mammal, the harbor porpoise (Phocoena phocoena), in the Atlantic shelf waters follows a pattern of significant isolation-by-distance. The population structure of harbor porpoises from the Baltic Sea, which is connected with the North Sea through a series of basins separated by shallow underwater ridges, however, is more complex. Here, we investigated the population differentiation of harbor porpoises in European Seas with a special focus on the Baltic Sea and adjacent waters, using a population genomics approach. We used 2872 single nucleotide polymorphisms (SNPs), derived from double digest restriction-site associated DNA sequencing (ddRAD-seq), as well as 13 microsatellite loci and mitochondrial haplotypes for the same set of individuals. Spatial principal components analysis (sPCA), and Bayesian clustering on a subset of SNPs suggest three main groupings at the level of all studied regions: the Black Sea, the North Atlantic, and the Baltic Sea. Furthermore, we observed a distinct separation of the North Sea harbor porpoises from the Baltic Sea populations, and identified splits between porpoise populations within the Baltic Sea. We observed a notable distinction between the Belt Sea and the Inner Baltic Sea sub-regions. Improved delineation of harbor porpoise population assignments for the Baltic based on genomic evidence is important for conservation management of this endangered cetacean in threatened habitats, particularly in the Baltic Sea proper. In addition, we show that SNPs outperform microsatellite markers and demonstrate the utility of RAD-tags from a relatively small, opportunistically sampled cetacean sample set for population diversity and divergence analysis.