The present invention is a saboted projectile with external ridges and/or an internal locking edge for muzzleloading firearms. Also, the present invention is a sabot with the ridges and/or locking edge for receiving a muzzleloading projectile. The sabot has a forward part and a rearward part. The forward part has a plurality of axial panel sections separated by narrow, axial slots. The panels have radial ridges on their outside, or external surfaces. Also, the panels have a radial ridge on their inside, or internal surfaces. The external radial ridges assist in convenient loading of the muzzleloading projectile, while still providing enough contact with the inside of rifle barrel to capture exploding gases and prevent blow-by. The internal radial ridge assists in securing the sabot to the bullet, especially when the bullet has been provided with a cooperating radial indent, cannelure or retaining ring. Consequently, when the saboted projectile of the present invention is seated in the bore in front of the power charge, the bullet will not easily separate from the sabot, and therefore, the bullet will not easily fall out of the barrel.