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Despite continuous historical distribution of the grey wolf (Canis lupus) throughout Eurasia, the species displays considerable morphological differentiation that resulted in delimitation of a number of subspecies. However, these morphological discontinuities are not always consistent with patterns of genetic differentiation. Here we assess genetic distinctiveness of grey wolves from the Caucasus (a region at the border between Europe and West Asia) that have been classified as a distinct subspecies C. l. cubanensis. We analysed their genetic variability based on mtDNA control region, microsatellite loci and genome-wide SNP genotypes (obtained for a subset of the samples), and found similar or higher levels of genetic diversity at all these types of loci as compared with other Eurasian populations. Although we found no evidence for a recent genetic bottleneck, genome-wide linkage disequilibrium patterns suggest a long-term demographic decline in the Caucasian population--a trend consistent with other Eurasian populations. Caucasian wolves share mtDNA haplotypes with both Eastern European and West Asian wolves, suggesting past or ongoing gene flow. Microsatellite data also suggest gene flow between the Caucasus and Eastern Europe. We found evidence for moderate admixture between the Caucasian wolves and domestic dogs, at a level comparable with other Eurasian populations. Taken together, our results show that Caucasian wolves are not genetically isolated from other Eurasian populations, share with them the same demographic trends, and are affected by similar conservation problems.