Many species are expanding their range polewards and this has been associated with rapid phenotypic change. Yet, it is unclear to what extent this reflects rapid genetic adaptation or neutral processes associated with range expansion, or selection linked to the new thermal conditions encountered. To disentangle these alternatives, we studied the genomic signature of range expansion in the damselfly Coenagrion scitulum using 4950 newly developed genomic SNPs and linked this to the rapidly evolved phenotypic differences between core and (newly established) edge populations. Most edge populations were genetically clearly differentiated from the core populations and all were differentiated from each other indicating independent range expansion events. In addition, evidence for genetic drift in the edge populations, and strong evidence for adaptive genetic variation in association with the range expansion was detected. We identified one SNP under consistent selection in four of the five edge populations and showed that the allele increasing in frequency is associated with increased flight performance. This indicates collateral, non-neutral evolutionary changes in independent edge populations driven by the range expansion process. We also detected a genomic signature of adaptation to the newly encountered thermal regimes, reflecting a pattern of countergradient variation. The latter signature was identified at a single SNP as well as in a set of covarying SNPs using a polygenic multilocus approach to detect selection. Overall, this study highlights how a strategic geographic sampling design and the integration of genomic, phenotypic and environmental data can identify and disentangle the neutral and adaptive processes that are simultaneously operating during range expansions.