In Greece, seven native horse breeds have been identified so far. Among these, the Skyros pony is outstanding through having a distinct phenotype. In the present study, the aim was to assess genetic diversity in this breed, by using different types of genetic loci and available genealogical information. Its relationships with the other Greek, as well as foreign, domestic breeds were also investigated. Through microsatellite and pedigree analysis it appeared that the Skyros presented a similar level of genetic diversity to the other European breeds. Nevertheless, comparisons between DNA-based and pedigree-based results revealed that a loss of genetic diversity had probably already occurred before the beginning of breed registration. Tests indicated the possible existence of a recent bottleneck in two of the three main herds of Skyros pony. Nonetheless, relatively high levels of heterozygosity and Polymorphism Information Content indicated sufficient residual genetic variability, probably useful in planning future strategies for breed conservation. Three other Greek breeds were also analyzed. A comparison of these with domestic breeds elsewhere, revealed the closest relationships to be with the Middle Eastern types, whereas the Skyros itself remained isolated, without any close relationship, whatsoever.