Understanding genetic structure of Cajanus spp. is essential for achieving genetic improvement by quantitative trait loci (QTL) mapping or association studies and use of selected markers through genomic assisted breeding and genomic selection. After developing a comprehensive set of 1,616 single nucleotide polymorphism (SNPs) and their conversion into cost effective KASPar assays for pigeonpea (Cajanus cajan), we studied levels of genetic variability both within and between diverse set of Cajanus lines including 56 breeding lines, 21 landraces and 107 accessions from 18 wild species. These results revealed a high frequency of polymorphic SNPs and relatively high level of cross-species transferability. Indeed, 75.8% of successful SNP assays revealed polymorphism, and more than 95% of these assays could be successfully transferred to related wild species. To show regional patterns of variation, we used STRUCTURE and Analysis of Molecular Variance (AMOVA) to partition variance among hierarchical sets of landraces and wild species at either the continental scale or within India. STRUCTURE separated most of the domesticated germplasm from wild ecotypes, and separates Australian and Asian wild species as has been found previously. Among Indian regions and states within regions, we found 36% of the variation between regions, and 64% within landraces or wilds within states. The highest level of polymorphism in wild relatives and landraces was found in Madhya Pradesh and Andhra Pradesh provinces of India representing the centre of origin and domestication of pigeonpea respectively.