Recent developments in sequencing technologies and bioinformatics analysis provide a greater amount of DNA sequencing reads at a low cost. Microsatellites are the markers of choice for a variety of population genetic studies, and high quality markers can be discovered in non-model organisms, such as tuna, with these recent developments. Here, we use a high-throughput method to isolate microsatellite markers in albacore tuna, Thunnus alalunga, based on coupling multiplex enrichment and next-generation sequencing on 454 GS-FLX Titanium pyrosequencing. The crucial minimum number of polymorphic markers to infer evolutionary and ecological processes for this species has been described for the first time. We provide 1670 microsatellite design primer pairs, and technical and molecular genetics selection resulting in 43 polymorphic microsatellite markers. On this panel, we characterized 34 random and selectively neutral markers («neutral») and 9 «non-neutral» markers. The variability of «neutral» markers was screened with 136 individuals of albacore tuna from southwest Indian Ocean (42), northwest Indian Ocean (31), South Africa (31), and southeast Atlantic Ocean (32). Power analysis demonstrated that the panel of genetic markers can be applied in diversity and population genetics studies. Global genetic diversity for albacore was high with a mean number of alleles at 16.94; observed heterozygosity 66% and expected heterozygosity 77%. The number of individuals was insufficient to provide accurate results on differentiation. Of the 9 «non-neutral» markers, 3 were linked to a sequence of known function. The one is located to a sequence having an immunity function (ThuAla-Tcell-01) and the other to a sequence having energy allocation function (ThuAla-Hki-01). These two markers were genotyped on the 136 individuals and presented different diversity levels. ThuAla-Tcell-01 has a high number of alleles (20), heterozygosity (87–90%), and assignment index. ThuAla-Hki-01 has a lower number of alleles (9), low heterozygosity (24–27%), low assignment index and significant inbreeding. Finally, the 34 «neutral» and 3 «non-neutral» microsatellites markers were tested on four economically important Scombridae species—Thunnus albacares, Thunnus thynnus, Thunnus obesus, and Acanthocybium solandri.