Hybridisation and admixture can threaten the genetic integrity of populations and be of particular concern to endangered species. Hybridisation between grey wolves and dogs has been documented in many wolf populations worldwide and is a prominent example of human-mediated hybridisation between a domesticated species and its wild relative. We analysed whole-genome sequences from >200 wolves and >100 dogs to study admixture in Fennoscandian wolf populations. A principal component analysis of genetic variation as well as Admixture showed that wolves and dogs were well separated, without evidence for introgression. Analyses of local ancestry revealed that wolves had <1% mixed ancestry, levels comparable to the degree of mixed ancestry in many dogs, and likely not resulting from recent wolf-dog hybridisation. We also show that the founders of the Scandinavian wolf population were genetically inseparable from Finnish and Russian Karelian wolves, pointing at the geographical origin of contemporary Scandinavian wolves. Moreover, we found Scandinavian-born animals among wolves sampled in Finland, demonstrating bi-directional gene flow between the Scandinavian peninsula and eastern countries. The low incidence of admixture between wolves and dogs in Fennoscandia may be explained by that feral dogs are rare in this part of Europe, and that careful monitoring and management act to remove hybrids before they backcross into wolf populations.