Interspecific hybridization events are on the rise in natural systems due to climate change disrupting species barriers. Across taxa, microsatellites have long been the molecular markers of choice to identify admixed individuals. However, with the advent of high‐throughput sequencing easing the generation of genome‐wide datasets, incorrect reports of hybridization resulting from microsatellite technical artefacts have been uncovered in a growing number of taxa. In the marine zooplankton genus Calanus (Copepoda), whose species are used as climate change indicators, microsatellite markers have suggested hybridization between C. finmarchicus and C. glacialis, while other nuclear markers (InDels) never detected any admixed individuals, leaving the scientific community divided. Here, for the first time, we investigated the potential for hybridization among C. finmarchicus, C. glacialis, C. helgolandicus and C. hyperboreus using two large and independent SNP datasets. These were derived firstly from a protocol of target‐capture applied to 179 individuals collected from 17 sites across the North Atlantic and Arctic Oceans, including sympatric areas, and second from published RNA sequences. All SNP‐based analyses were congruent in showing that Calanus species are distinct and do not appear to hybridize. We then thoroughly re‐assessed the microsatellites showing hybrids, with the support of published transcriptomes, and identified technical issues plaguing eight out of 10 microsatellites, including size homoplasy, paralogy, potential for null alleles and even two primer pairs targeting the same locus. Our study illustrates how deceptive microsatellites can be when applied to the investigation of hybridization.