The rapid accumulation of ancient human genomes from various areas and time periods potentially allows the expansion of studies of biodiversity, biogeography, forensics, population history, and epidemiology into past populations. However, most ancient DNA (aDNA) data were generated through microarrays designed for modern-day populations known to misrepresent the population structure. Past studies addressed these problems using ancestry informative markers (AIMs). However, it is unclear whether AIMs derived from contemporary human genomes can capture ancient population structure and whether AIM finding methods are applicable to ancient DNA (aDNA) provided that the high missingness rates in ancient, oftentimes haploid, DNA can also distort the population structure. Here, we define ancient AIMs (aAIMs) and develop a framework to evaluate established and novel AIM-finding methods in identifying the most informative markers. We show that aAIMs identified by a novel principal component analysis (PCA)-based method outperforms all competing methods in classifying ancient individuals into populations and identifying admixed individuals. In some cases, predictions made using the aAIMs were more accurate than those made with a complete marker set. We discuss the features of the ancient Eurasian population structure and strategies to identify aAIMs. This work informs the design of population microarrays and the interpretation of aDNA results.