In some cases humans also had children with other forms of humans, traces of which remained in human genome - especially those related to our immune systems and skin.
"Our work shows that hybridisation was not just some curious side note to human history, but had important consequences and contributed to our ancestor's ability to adapt to different environments as they dispersed throughout the world," said Joshua Akey from University of Washington in the US.
However, it has not been clear what influence those DNA sequences have had on our biology, traits and evolutionary history.
In the new study, the researchers took advantage of recently constructed genome-scale maps of Neanderthal and Denisovan sequences identified in more than 1,500 geographically diverse people.
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Their sample included close to 500 individuals each from East Asia, Europe and South Asia. They also analysed the genomes of 27 individuals from Island Melanesia, an area including Indonesia, New Guinea, Fiji and Vanuatu.
While the vast majority of surviving Neanderthal and Denisovan sequences are found at relatively low frequencies (typically less than 5 per cent), the new analyses turned up 126 places in our genomes where these archaic sequences exist at much higher frequencies, reaching up to about 65 per cent.
Seven of those regions were found in parts of the genome known to play a role in characteristics of our skin. Another 31 are involved in immunity.
The genes humans got from Neanderthals or Denisovans are important for our interactions with the environment.
The evidence suggests that hybridisation with archaic humans as our ancient ancestors made their way out of Africa "was an efficient way for modern humans to quickly adapt to the new environments they were encountering," researcher said.
The study appears in the journal Current Biology.
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