Local adaptation to divergent environmental conditions can promote population genetic differentiation even in the absence of geographic barriers and hence lead to speciation. But what mechanisms contribute to reproductive isolation among diverging populations? We tested for natural and sexual selection against immigrants in a fish species inhabiting (and adapting to) nonsulphidic surface habitats, sulphidic surface habitats and a sulphidic cave. Gene flow is strong among sample sites situated within the same habitat type, but low among divergent habitat types. Our results indicate that females of both sulphidic populations discriminate against immigrant males during mate choice. Furthermore, using reciprocal translocation experiments, we document natural selection against migrants between nonsulphidic and sulphidic habitats, whereas migrants between sulphidic cave and surface habitats did not exhibit increased mortality within the same time period. Consequently, both natural and sexual selection may contribute to isolation among parapatric populations, and selection against immigrants may be a powerful mechanism facilitating speciation among locally adapted populations even over very small spatial distances.