Detecting and quantifying the population substructure present in a sample of individuals are of main interest in the fields of genetic epidemiology, population genetics, and forensics among others. To date, several algorithms have been proposed for estimating the amount of genetic ancestry within an individual. In the present review, we introduce the most widely used methods in population genetics for detecting individual genetic ancestry. We further show, by means of simulations, the performance of popular algorithms for detecting individual ancestry in various controlled demographic scenarios. Finally, we provide some hints on how to interpret the results from these algorithms.