The tapertail anchovy (Coilia nasus) is an economically important species, mainly distributed along the coast of the northwestern Pacific and associated freshwater bodies, including the Qiantang River, the Yangtze River, the Liaohe River, and the Yalu River of China, and further eastward to Korean Peninsula and Ariake Sound of Japan. There have been many studies on population genetics of C. nasus, but those were either focused on a few populations or used limited number of loci. The results are still controversial and the range-wide population structure of C. nasus is not resolved. This study is aimed to estimate genetic differences among populations from Japan, Korea and the major drainages of China using thousands of loci collected by exon-capture method. The reconstructed maximum likelihood tree, Network, and STRUCTURE analysis confirmed that the population from Lake Dongting should be considered as a separate species, C. brachygnathus, whereas the other populations were mixed together except that fish collected from the Shuangtaizi River of Liaohe drainage were grouped with the fish from Dongting. The AMOVA revealed that genetic variation was 6.36% among populations and 93.61% among individuals within population, when C. brachygnathus was excluded from the analysis. Pairwise FST showed that genetic difference between C. brachygnathus and C. nasus was high (0.0889–0.7350) and difference among the other populations were low (0.0086–0.3127) but significant, suggesting imperfect natal homing of migratory C. nasus. According to our results, an integrated management strategy should be taken jointly by the countries of this region to protect the valuable fisheries resource of C. nasus.