A microsatellite-based high-density linkage map for oil palm (Elaeis guinensis Jacq.) was constructed from a cross between two heterozygous parents, a tenera palm from the La Mé population (LM2T) and a dura palm from the Deli population (DA10D). A set of 390 simple sequence repeat (SSR) markers was developed in oil palm from microsatellite-enriched libraries and evaluated for polymorphism along with 21 coconut SSRs. A dense and genome-wide microsatellite framework as well as saturating amplified fragments length polymorphisms (AFLPs) allowed the construction of a linkage map consisting of 255 microsatellites, 688 AFLPs and the locus of the Sh gene, which controls the presence or absence of a shell in the oil palm fruit. An AFLP marker E-Agg/M-CAA132 was mapped at 4.7 cM from the Sh locus. The 944 genetic markers were distributed on 16 linkage groups (LGs) and covered 1,743 cM. Our linkage map is the first in oil palm to have 16 independent linkage groups corresponding to the plant’s 16 homologous chromosome pairs. It is also the only high-density linkage map with as many microsatellite markers in an Arecaceae species and represents an important step towards quantitative trait loci analysis and physical mapping in the E. guineensis species.