Androgenetic alopecia is a highly heritable trait. However, much of our understanding about the genetics of male pattern baldness comes from individuals of European descent. Here, we examined a novel dataset comprising 2,136 men from Ghana, Nigeria, Senegal, and South Africa that were genotyped using a custom array. We first tested how genetic predictions of baldness generalize from Europe to Africa, finding that polygenic scores from European GWAS yielded AUC statistics that ranged from 0.513 to 0.546, indicating that genetic predictions of baldness in African populations performed notably worse than in European populations. Subsequently, we conducted the first African GWAS of androgenetic alopecia, focusing on self-reported baldness patterns at age 45. After correcting for present age, population structure, and study site, we identified 266 moderately significant associations, 51 of which were independent (p-value < 10-5, r2 < 0.2). Most baldness associations were autosomal, and the X chromosomes does not appear to have a large impact on baldness in African men. Finally, we examined the evolutionary causes of continental differences in genetic architecture. Although Neanderthal alleles have previously been associated with skin and hair phenotypes, we did not find evidence that European-ascertained baldness hits were enriched for signatures of ancient introgression. Most loci that are associated with androgenetic alopecia are evolving neutrally. However, multiple baldness-associated SNPs near the EDA2R and AR genes have large allele frequency differences between continents. Collectively, our findings illustrate how evolutionary history contributes to the limited portability of genetic predictions across ancestries.