We studied the noctule bat (Nyctalus noctula), in which the mitochondrial F_ST is about 10 times that revealed by nuclear markers, to address two questions. We first verified whether random dispersal of one sex is compatible with highly contrasted mitochondrial and nuclear population structures. Using computer simulations, we then assessed the power of multilocus population differentiation tests when the expected population structure departs only slightly from panmixia. Using an island model with sex-specific demographic parameters, we found that random male dispersal is consistent with the population structure observed in the noctule. However, other parameter combinations are also compatible with the data. We computed the minimum sex bias in dispersal (at least 69% of the dispersing individuals are males), a result that would not be available if we had used more classical population genetic models. The power of multilocus population differentiation tests was unexpectedly high, the tests being significant in almost 100% of the replicates, although the observed population structure infered from nuclear markers was extremely low (F_ST = 0.6%).