Across its pan-European distribution, the European roe deer (Capreolus capreolus) faces a wide diversity of environmental and climatic conditions; therefore, several factors, including intrinsic ones, shape life-history traits and cause significant variability in parameters of fitness. By utilizing microsatellite variations in 214 roe deer females collected throughout Slovenia, Central Europe, we determined the genetic variability and population structure of this species in the contact zone between the Alps and the Dinaric Mountains, i.e., over a wider area where data on the genetic outlook for this—the most common and widespread European wild ungulate—have been completely lacking so far. Throughout the country, we found moderate microsatellite diversity (Ho = 0.57–0.65) in relation to the observed heterozygosity reported for other roe deer populations in Europe. Spatial differences in genetic diversity of the species in Slovenia can be explained by population history linked to varying approaches to population management and/or different connectivity among subpopulations in topographically differentiated habitats. A country-wide pattern of genetic structure is clearly defined by separation of the populations into three groups present in the following regions: (i) Southern sub-Mediterranean and Karst regions, (ii) Central Slovenia, and (iii) the Sub-Pannonian Region in the north-east. This is also confirmed by evidencing a moderate isolation by distance, especially by separating southern samples (coastal Slovenia) from others. Levels of genetic differentiation vary among populations, which can be explained by the effect of natural geographical barriers or the presence of anthropogenic barriers such as urban areas and highways. In the subset of 172 yearling females, we analyzed the influence of genetic advantage (individual heterozygosity) and other genetic data (reflected in the structuring of the population) on body mass and reproductive ability. We found evidence that genetic factors influence the body mass of roe deer yearling females (explaining altogether 18.8% of body mass variance), and the level of individual heterozygosity alone also positively affected body mass, which is in accordance with the theory that heterozygosity is commonly positively correlated with fitness in wild populations. However, we did not uncover any effect of heterozygosity on two parameters of reproductive ability (fertility and potential reproductive outcome), indicating that several other factors, especially environmental ones, have a predominant effect on the parameters of fitness in roe deer.