Between 1500 and 1850, more than 12 million enslaved Africans were transported to the New World. The vast majority were shipped from West and West-Central Africa, but their precise origins are largely unknown. We used genome-wide ancient DNA analyses to investigate the genetic origins of three enslaved Africans whose remains were recovered on the Caribbean island of Saint Martin. We trace their origins to distinct subcontinental source populations within Africa, including Bantu-speaking groups from northern Cameroon and non-Bantu speakers living in present-day Nigeria and Ghana. To our knowledge, these findings provide the first direct evidence for the ethnic origins of enslaved Africans, at a time for which historical records are scarce, and demonstrate that genomic data provide another type of record that can shed new light on long-standing historical questions.