Speciation occurs when populations diverge and become reproductively isolated from each other. Natural selection is commonly accepted to play a large role in this process, and it has been widely assumed that reproductive isolation often results as a by‐product of divergence driven by adaptation in allopatry. When such populations come into secondary contact, reinforcement can act to strengthen reproductive isolation, but the frequency and importance of this process are still unknown. Here, we explored genomic signatures of selection in allopatry and sympatry for loci associated with reproductive isolation using a natural primate hybrid zone. By analysing reduced‐representation sequencing data, we quantified admixture and population structure across a howler monkey hybrid zone and examined the relationship between locus‐specific differentiation and introgression. We detected extensive admixture that was mostly limited to the narrow contact zone. Loci with reduced introgression into the heterospecific genomic background (the pattern expected for loci associated with reproductive isolation due to selection against hybrids) were significantly more differentiated between allopatric parental populations than loci with neutral and increased introgression, supporting the hypothesis that reproductive isolation is a by‐product of divergence in allopatry. Further, loci with reduced introgression showed greater differentiation in sympatry than in allopatry, suggesting a role for reinforcement. Thus, our results reflect multiple forms of selection that have shaped reproductive isolation in this system. We conclude that reproductive isolation may have initially been driven by divergence in allopatry, but later reinforced by divergent selection in sympatry.