Conservation of elusive species affected by habitat degradation, population fragmentation and poaching is challenging. The remaining wild populations of a desert-adapted ungulate, Nubian ibex (Capra nubiana), within Oman are small and fragmented. The appropriateness of captive insurance populations for reinforcing existing, or establishing new, wild populations remains uncertain for Oman due to ambiguity regarding their genetic provenance. For effective management of this threatened species, it is essential to assess the genetic relationships between the wild and captive populations, and to investigate hybridisation with domestic goats (Capra hircus). We identified 5,775 high-quality SNPs using double digest restriction-site associated DNA (ddRAD), to assess genetic structure, gene flow and divergence between Oman’s wild populations of Nubian ibex and in captivity, which are likely of North African provenance. We detected hybridisation with goats in captivity and recommend that genetic assessments of captive individuals are routinely used to evaluate their suitability for conservation programs. Building on previous mitochondrial evidence, substantial nuclear divergence (FST = 0.540) was found between wild Oman and captive populations, providing further evidence that Nubian ibex may be composed of multiple species and urgently needs a taxonomic review. Additionally, an appropriate insurance population should be established for Oman’s threatened wild population. The data provided here will be invaluable for developing marker systems to assess wild populations using low-quality DNA from non-invasive sampling. Consequently, it will support further research into Nubian ibex throughout their range and highlights the need to integrate genetic information for effective conservation management of Nubian ibex.