Contemporary hybrid zones act as natural laboratories for the investigation of species boundaries and allow to shed light on the little understood roles of sex chromosomes in species divergence. Sex chromosomes are considered to function as a hotspot of genetic divergence between species; indicated by less genomic introgression compared to autosomes during hybridisation. Moreover, they are thought to contribute to Haldane’s rule which states that hybrids of the heterogametic sex are more likely to be inviable or sterile. To test these hypotheses, we used contemporary hybrid zones of Ischnura elegans, a damselfly species that has been expanding its range into the northern and western regions of Spain, leading to chronic hybridization with its sister species Ischnura graellsii. We analysed genome-wide SNPs in the Spanish I. elegans and I. graellsii hybrid zone and found (i) that the X chromosome shows less genomic introgression compared to autosomes and (ii) that males are underrepresented among admixed individuals as predicted by Haldane’s rule. This is the first study in Odonata that suggests a role of the X chromosome in reproductive isolation. Moreover, our data adds to the few studies on species with X0 sex determination system and contradicts the hypothesis that the absence of a Y chromosome causes exceptions to Haldane’s rule.