The Madjars are a previously unstudied population from Kazakhstan who practice a form of local exogamy in which wives are brought in from neighboring tribes, but husbands are not, so the paternal lineages remain genetically isolated within the population. Their name bears a striking resemblance to the Magyars who have inhabited Hungary for over a millennium, but whose previous history is poorly understood. We have now carried out a genetic analysis of the population structure and relationships of the Madjars, and in particular have sought to test whether or not they show a genetic link with the Magyars. We concentrated on paternal lineages because of their isolation within the Madjars and sampled males representing all extant male lineages unrelated for more than eight generations (n = 45) in the Torgay area of Kazakhstan. The Madjars show evidence of extensive genetic drift, with 24/45 carrying the same 12-STR haplotype within haplogroup G. Genetic distances based on haplogroup frequencies were used to compare the Madjars with 37 other populations and showed that they were closest to the Hungarian population rather than their geographical neighbors. Although this finding could result from chance, it is striking and suggests that there could have been genetic contact between the ancestors of the Madjars and Magyars, and thus that modern Hungarians may trace their ancestry to Central Asia, instead of the Eastern Uralic region as previously thought.