Genetic differentiation may exist among sympatric populations of a species due to long-term associations with alternative hosts (i.e. host-associated differentiation). While host-associated differentiation has been documented in several phytophagus insects, there are far fewer cases known in animal parasites. The bed bug, Cimex lectularius, a wingless insect, represents a potential model organism for elucidating the processes involved in host-associated differentiation in animal parasites with relatively limited mobility. In conjunction with the expansion of modern humans from Africa into Eurasia, it has been speculated that bed bugs extended their host range from bats to humans in their shared cave domiciles throughout Eurasia. C. lectularius that associate with humans have a cosmopolitan distribution, whereas those associated with bats occur across Europe, often in human-built structures. We assessed genetic structure and gene flow within and among populations collected in association with each host using mtDNA, microsatellite loci and knock-down resistance gene variants. Both nuclear and mitochondrial data support a lack of significant contemporary gene flow between host-specific populations. Within locations human-associated bed bug populations exhibit limited genetic diversity and elevated levels of inbreeding, likely due to human-mediated movement, infrequent additional introduction events per infestation, and pest control. In contrast, populations within bat roosts exhibit higher genetic diversity and lower levels of relatedness, suggesting populations are stable with temporal fluctuations due to host dispersal and bug mortality. In concert with previously published evidence of morphological and behavioural differentiation, the genetic data presented here suggest C. lectularius is currently undergoing lineage divergence through host association.