High density single nucleotide polymorphism (SNP) arrays allow large numbers of individuals to be rapidly and cost-effectively genotyped at large numbers of genetic markers. However, despite being widely used in studies of humans and domesticated plants and animals, SNP arrays are lacking for most wild organisms. We developed a custom 85K Affymetrix Axiom array for an intensively studied pinniped, the Antarctic fur seal (Arctocephalus gazella). SNPs were discovered from a combination of genomic and transcriptomic resources and filtered according to strict criteria. Out of a total of 85,359 SNPs tiled on the array, 75,601 (88.6%) successfully converted and were polymorphic in 270 animals from a breeding colony at Bird Island in South Georgia. Evidence was found for inbreeding, with three genomic inbreeding coefficients being strongly intercorrelated and the proportion of the genome in runs of homozygosity being non-zero in all individuals. Furthermore, analysis of genomic relatedness coefficients identified previously unknown first-degree relatives and multiple second-degree relatives among a sample of ostensibly unrelated individuals. Such “cryptic relatedness” within fur seal breeding colonies may increase the likelihood of consanguineous matings and could therefore have implications for understanding fitness variation and mate choice. Finally, we demonstrate the cross-amplification potential of the array in three related pinniped species. Overall, our SNP array will facilitate future studies of Antarctic fur seals and has the potential to serve as a more general resource for the wider pinniped research community.