Empirical data from diverse taxa indicate that the hemizygous portions of the genome (X/Z chromosomes) evolve more rapidly than their diploid counterparts. Faster-X theory predicts increased rates of adaptive substitutions between isolated species, yet little is known about species experiencing gene flow. Here we investigate how hemizygosity impacts genome-wide patterns of differentiation during adaptive divergence with gene flow, combining simulations under isolation-with-migration models, a meta-analysis of autosomes and sex-chromosomes from diverse taxa, and analysis of haplodiploid species. First, using deterministic and stochastic simulations, we show that elevated differentiation at hemizygous loci occurs when there is gene flow, irrespective of dominance. This faster-X adaptive differentiation stems from more efficient selection resulting in reduced probability of losing the beneficial allele, greater migration-selection threshold, greater allele frequency differences at equilibrium, and a faster time to equilibrium. Second, by simulating neutral variation linked to selected loci, we show that faster-X differentiation affects linked variation due to reduced opportunities for recombination between locally adaptive and maladaptive immigrant haplotypes. Third, after correcting for expected differences in effective population size, we find that most taxon pairs (24 out of 28) exhibit faster-X differentiation in the meta-analysis. Finally, using a novel approach combining demographic modeling and simulations, we found evidence for faster-X differentiation in haplodiploid pine-feeding hymenopteran species adapted to different host plants. Together, our results indicate that divergent selection with gene flow can lead to higher differentiation at selected and linked variation in hemizygous loci (i.e., faster-X adaptive differentiation), both in X/Z-chromosomes and haplodiploid species.