Since prehistoric times, southern Central Asia has been at the crossroads of the movement of people, culture, and goods. Today, the Central Asian populations are divided into two cultural and linguistic groups: the Indo-Iranian and the Turko-Mongolian groups. Previous genetic studies unveiled that migrations from East Asia contributed to the spread of Turko-Mongolian populations in Central Asia and the partial replacement of the Indo-Iranian populations. However, little is known about the origin of the latters. To shed light on this, we compare the genetic data on two current-day Indo-Iranian populations-Yaghnobis and Tajiks-with genome-wide data from published ancient individuals. The present Indo-Iranian populations from Central Asia display a strong genetic continuity with Iron Age samples from Turkmenistan and Tajikistan. We model Yaghnobis as a mixture of 93% Iron Age individual from Turkmenistan and 7% from Baikal. For the Tajiks, we observe a higher Baikal ancestry and an additional admixture event with a South Asian population. Our results, therefore, suggest that in addition to a complex history, Central Asia shows a remarkable genetic continuity since the Iron Age, with only limited gene flow.