Mosquitoes in the Anopheles gambiae complex show rapid ecological and behavioral diversification, traits that promote malaria transmission and complicate vector control efforts. A high-density, genome-wide mosquito SNP-genotyping array allowed mapping of genomic differentiation between populations and species that exhibit varying levels of reproductive isolation. Regions near centromeres or within polymorphic inversions exhibited the greatest genetic divergence, but divergence was also observed elsewhere in the genomes. Signals of natural selection within populations were overrepresented among genomic regions that are differentiated between populations, implying that differentiation is often driven by population-specific selective events. Complex genomic differentiation among speciating vector mosquito populations implies that tools for genome-wide monitoring of population structure will prove useful for the advancement of malaria eradication.