Genetic linkage maps are valuable tools for genetic, genomic, and crop breeding studies. Several genetic linkage maps were constructed for the olive (Olea europaea L.) genome, mainly using amplified fragment length polymorphisms (AFLPs) and simple sequence repeat (SSR) markers. However, AFLPs and SSR markers were not enough to develop a high-density olive linkage map. Genotyping-by-sequencing (GBS), a recently developed single-nucleotide polymorphism (SNP) identification methodology based on next-generation sequencing (NGS) technologies, has been demonstrated to be useful for the identification of a high number of SNP markers and the construction of high-density genetic linkage maps. In the present study, we identified a total of 10,941 SNPs from a cross between the olive cultivars 'Gemlik' and 'Edincik Su' using GBS and de novo SNP discovery implemented in the computer program "Stacks." A high-density genetic linkage map for the olive genome was constructed using 121 cross-pollinated full-sib F1 progeny and 5643 markers (21 SSRs, 203 AFLPs, and 5736 SNPs). This linkage map was composed of 25 linkage groups, covering 3049 cM of the olive genome, and the mean distance between the flanking markers was 0.53 cM. To the best of our knowledge, this map is the most saturated genetic linkage map in olive to date. We demonstrated that GBS is a valuable tool for the identification of thousands of SNPs for the construction of a saturated genetic linkage map in olive. The high-density genetic map developed in this study is a useful tool for locating quantitative trait loci and other economically important traits in the olive genome.