The yak is remarkable for its adaptation to high altitude and occupies a central place in the economies of the mountainous regions of Asia. At lower elevations, it is common to hybridize yaks with cattle to combine the yak's hardiness with the productivity of cattle. Hybrid males are sterile, however, preventing the establishment of stable hybrid populations, but not a limited introgression after backcrossing several generations of female hybrids to male yaks. Here we inferred bovine haplotypes in the genomes of 76 Mongolian yaks using high-density SNP genotyping and whole-genome sequencing. These yaks inherited ∼1.3% of their genome from bovine ancestors after nearly continuous admixture over at least the last 1,500 years. The introgressed regions are enriched in genes involved in nervous system development and function, and particularly in glutamate metabolism and neurotransmission. We also identified a novel mutation associated with a polled (hornless) phenotype originating from Mongolian Turano cattle. Our results suggest that introgressive hybridization contributed to the improvement of yak management and breeding.