Caviar‐producing sturgeons belonging to the genus Acipenser are considered to be one of the most endangered species groups in the world. Continued overfishing in spite of increasing legislation, zero catch quotas and extensive aquaculture production have led to the collapse of wild stocks across Europe and Asia. The evolutionary relationships among Adriatic, Russian, Persian and Siberian sturgeons are complex because of past introgression events and remain poorly understood. Conservation management, traceability and enforcement suffer a lack of appropriate DNA markers for the genetic identification of sturgeon at the species, population and individual level. This study employed RAD sequencing to discover and characterize single nucleotide polymorphism (SNP) DNA markers for use in sturgeon conservation in these four tetraploid species over three biological levels, using a single sequencing lane. Four population meta‐samples and eight individual samples from one family were barcoded separately before sequencing. Analysis of 14.4 Gb of paired‐end RAD data focused on the identification of SNPs in the paired‐end contig, with subsequent in silico and empirical validation of candidate markers. Thousands of putatively informative markers were identified including, for the first time, SNPs that show population‐wide differentiation between Russian and Persian sturgeons, representing an important advance in our ability to manage these cryptic species. The results highlight the challenges of genotyping‐by‐sequencing in polyploid taxa, while establishing the potential genetic resources for developing a new range of caviar traceability and enforcement tools.