HLA-A, -B, and -DR frequencies were analysed in populations from Portugal and the Madeira and Cabo Verde Archipelagos, aiming to characterize their genetic composition. Portuguese settlers colonized both Archipelagos in the 15th and 16th centuries. Madeira received many sub-Saharan slaves to work in the sugar plantations, and Cabo Verde served as a pivotal market in the Atlantic slave trade and was populated by individuals coming from the Senegambia region of the West African coast. The population of Madeira shows the highest genetic diversity and the presence of alleles and haplotypes usually linked to sub-Saharan populations, the haplotypes accounting for 3.5% of the total. Cabo Verde presents typical markers acknowledged to be of European or Ibero-Mediterranean origin, thus revealing the admixture of European settlers with Sub-Saharan slaves. Altogether the number of European haplotypes reaches 15% of the total. The Portuguese population shows a perceivable and significant heterogeneity both in allele and haplotype frequencies, unveiling a differential input of peoples from different origins. A PCA of the populations studied, plus other relevant ones, clearly shows gene heterogeneity in mainland Portugal as well as the differences and relationships between these populations and Madeira and Cabo Verde.