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Modern humans originated in Africa and this continent is home to the highest genetic diversity in the world. Despite this, Africa remains an understudied region. In this thesis, I use genetic and proteomic data to unravel the demographic history of modern humans in Africa. By employing various methods on different data types, I explore both broad genetic patterns, as well as fine-scale structure in African populations. In Paper I, I focus on the methodological aspects of researching maternal histories in sub-Saharan Africa. I explore mitochondrial haplogroup assignment in African populations when genome-wide SNP array data is available and conclude that mitochondrial haplogroup frequencies inferred from most common SNP arrays used for human population analysis should be considered with caution. In Paper II, I developed a long-range sequence assay to amplify full-sequence mitochondrial genomes and used this novel method to generate complete mitogenomes from underrepresented regions in Africa. Combined with published mitogenomes, these data provide an overview of African mitochondrial haplogroups and give insights into the maternal background of the African continent. By analyzing female effective population sizes over time, I discovered that two population expansions happened earlier than previously thought. In the next paper, Paper III, I utilized target enrichment to sequence portions of the Y chromosome from sub-Saharan African men. This study gives an overview of the paternal lineages of the studied populations and identifies three types of geographical distributions across the Y haplogroups in our dataset. As DNA preservation and survival are limited, I shift the focus from DNA to proteins in Paper IV. I explored the use of proteomics in ancient individuals to decipher deep population structure in Africa by investigating the potential differences in protein sequences between the two groups representing the deepest population divergence in the tree of all modern humans. I identify amino acid variation between Southern African hunter-gatherer Khoe-San groups on the one hand, and the rest of humanity on the other hand and show that these amino acids can be investigated in ancient individuals from Africa. In Paper V, I investigate the demographic histories of one population specifically; the South African Coloured (SAC), the most admixed population of South Africa. Using genotype data from these individuals, I identify geographical differences in ancestry proportions and sex-biased admixture in the SAC. Taken altogether, my work has deepened our understanding of continental and regional genetic structure in African populations.