With a population size more than 10 million, the Uyghur people residing in Xinjiang are believed to be descendants of the most ancient of Turkish tribes with mixed Caucasian and East Asian ancestries. However, their genetic origins, population structure and admixture history remain poorly understood and debatable. Here we systematically assessed genetic diversity and individual ancestry composition of the Xinjiang’s Uyghurs (XJU) by genotyping 951 Uyghur individuals, roughly proportional to population size of 13 geographical regions, with high-density single nucleotide polymorphism arrays. We observed a southwest-northeast differentiation within the XJU, which is different from the expected north-south differentiation as separated by Tianshan Mountain. In the context of comparative analyses of 2,477 individuals representing 206 worldwide populations, four major ancestries were identified in XJU without very much variation among individuals, i.e., East Asia, Siberia, West Eurasia, and South Asia. However, XJU showed an overall unique genetic make-up and divergent history from surrounding neighbors including the other modern Turkic speaking populations. The results suggest a long history of population admixture and isolation. Facilitated by new methods including one developed in this study, our analyses shed exciting new light on genetic origins and admixture history of Uyghurs.