The Mediterranean shores stretching between Sicily, Southern Italy and the Southern Balkans witnessed a long series of migration processes and cultural exchanges. Accordingly, present-day population diversity is composed by multiple genetic layers, which make the deciphering of different ancestral and historical contributes particularly challenging. We address this issue by genotyping 511 samples from 23 populations of Sicily, Southern Italy, Greece and Albania with the Illumina GenoChip Array, also including new samples from Albanian- and Greek-speaking ethno-linguistic minorities of Southern Italy. Our results reveal a shared Mediterranean genetic continuity, extending from Sicily to Cyprus, where Southern Italian populations appear genetically closer to Greek-speaking islands than to continental Greece. Besides a predominant Neolithic background, we identify traces of Post-Neolithic Levantine- and Caucasus-related ancestries, compatible with maritime Bronze-Age migrations. We argue that these results may have important implications in the cultural history of Europe, such as in the diffusion of some Indo-European languages. Instead, recent historical expansions from North-Eastern Europe account for the observed differentiation of present-day continental Southern Balkan groups. Patterns of IBD-sharing directly reconnect Albanian-speaking Arbereshe with a recent Balkan-source origin, while Greek-speaking communities of Southern Italy cluster with their Italian-speaking neighbours suggesting a long-term history of presence in Southern Italy.