In populations that have a high degree of admixture, such as in Brazil, the sole use of ethnicity self-declaration information is not a good method for classifying individuals regarding their ethnicity. Here, we evaluate the relationship of self-declared ethnicities with genomic ancestry and mitochondrial haplogroups in 492 individuals from southeastern Brazil. Mitochondrial haplogroups were obtained by analyzing the hypervariable regions of the mitochondrial DNA (mtDNA), and the genomic ancestry was obtained using 48 autosomal insertion-deletion ancestry informative markers (AIM). Of the 492 individuals, 74.6% self-declared as White, 13.8% as Brown and 10.4% as Black. Classification of the mtDNA haplogroups showed that 46.3% had African mtDNA, and the genomic ancestry analysis showed that the main contribution was European (57.4%). When we looked at the distribution of mtDNA and genomic ancestry according to the self-declared ethnicities from 367 individuals who self-declared as White, 37.6% showed African mtDNA, and they had a high contribution of European genomic ancestry (63.3%) but also a significant contribution of African ancestry (22.2%). Of the 68 individuals who self-declared as Brown, 25% showed Amerindian mtDNA and similar contribution of European and African genomic ancestries. Of the 51 subjects who self-declared as black, 80.4% had African mtDNA, and the main contribution of genomic ancestry was African (55.6%), but they also had a significant proportion of European ancestry (32.1%). The Brazilian population had a uniform degree of Amerindian genomic ancestry, and it was only with the use of genetic markers (autosomal or mitochondrial) that we were able to capture Amerindian ancestry information. Additionally, it was possible to observe a high degree of heterogeneity in the ancestry for both types of genetic markers, which shows the high genetic admixture that is present in the Brazilian population. We suggest that in epidemiological studies, the use of these methods could provide complementary information.