Sexually antagonistic selection can drive both the evolution of sex chromosomes and speciation itself. The tropical butterfly the African Queen, Danaus chrysippus, shows two such sexually antagonistic phenotypes, the first being sex-linked colour pattern, the second, susceptibility to a male-killing, maternally inherited mollicute, Spiroplasma ixodeti, which causes approximately 100% mortality in male eggs and first instar larvae. Importantly, this mortality is not affected by the infection status of the male parent and the horizontal transmission of Spiroplasma is unknown. In East Africa, male-killing of the Queen is prevalent in a narrow hybrid zone centred on Nairobi. This hybrid zone separates otherwise allopatric subspecies with different colour patterns. Here we show that a neo-W chromosome, a fusion between the W (female) chromosome and an autosome that controls both colour pattern and male-killing, links the two phenotypes thereby driving speciation across the hybrid zone. Studies of the population genetics of the neo-W around Nairobi show that the interaction between colour pattern and male-killer susceptibility restricts gene flow between two subspecies of D. chrysippus. Our results demonstrate how a complex interplay between sex, colour pattern, male-killing, and a neo-W chromosome, has set up a genetic ‘sink' that keeps the two subspecies apart. The association between the neo-W and male-killing thus provides a ‘smoking gun' for an ongoing speciation process.